NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 95.85 96.67 0.82 0.9% 99.15
High 96.81 96.67 -0.14 -0.1% 99.15
Low 95.78 95.06 -0.72 -0.8% 95.28
Close 96.60 95.45 -1.15 -1.2% 96.60
Range 1.03 1.61 0.58 56.3% 3.87
ATR 1.23 1.25 0.03 2.2% 0.00
Volume 23,191 12,264 -10,927 -47.1% 128,794
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.56 99.61 96.34
R3 98.95 98.00 95.89
R2 97.34 97.34 95.75
R1 96.39 96.39 95.60 96.06
PP 95.73 95.73 95.73 95.56
S1 94.78 94.78 95.30 94.45
S2 94.12 94.12 95.15
S3 92.51 93.17 95.01
S4 90.90 91.56 94.56
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.62 106.48 98.73
R3 104.75 102.61 97.66
R2 100.88 100.88 97.31
R1 98.74 98.74 96.95 97.88
PP 97.01 97.01 97.01 96.58
S1 94.87 94.87 96.25 94.01
S2 93.14 93.14 95.89
S3 89.27 91.00 95.54
S4 85.40 87.13 94.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.26 95.06 3.20 3.4% 1.29 1.3% 12% False True 24,814
10 100.09 95.06 5.03 5.3% 1.32 1.4% 8% False True 22,351
20 101.12 95.06 6.06 6.3% 1.17 1.2% 6% False True 15,832
40 101.12 91.21 9.91 10.4% 1.07 1.1% 43% False False 11,439
60 101.12 89.73 11.39 11.9% 0.99 1.0% 50% False False 9,594
80 101.12 89.73 11.39 11.9% 0.94 1.0% 50% False False 8,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.51
2.618 100.88
1.618 99.27
1.000 98.28
0.618 97.66
HIGH 96.67
0.618 96.05
0.500 95.87
0.382 95.68
LOW 95.06
0.618 94.07
1.000 93.45
1.618 92.46
2.618 90.85
4.250 88.22
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 95.87 95.94
PP 95.73 95.77
S1 95.59 95.61

These figures are updated between 7pm and 10pm EST after a trading day.

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