NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 96.67 95.37 -1.30 -1.3% 99.15
High 96.67 96.33 -0.34 -0.4% 99.15
Low 95.06 95.30 0.24 0.3% 95.28
Close 95.45 96.20 0.75 0.8% 96.60
Range 1.61 1.03 -0.58 -36.0% 3.87
ATR 1.25 1.24 -0.02 -1.3% 0.00
Volume 12,264 12,559 295 2.4% 128,794
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.03 98.65 96.77
R3 98.00 97.62 96.48
R2 96.97 96.97 96.39
R1 96.59 96.59 96.29 96.78
PP 95.94 95.94 95.94 96.04
S1 95.56 95.56 96.11 95.75
S2 94.91 94.91 96.01
S3 93.88 94.53 95.92
S4 92.85 93.50 95.63
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 96.83 95.06 1.77 1.8% 1.19 1.2% 64% False False 23,260
10 99.61 95.06 4.55 4.7% 1.33 1.4% 25% False False 20,787
20 101.12 95.06 6.06 6.3% 1.14 1.2% 19% False False 16,188
40 101.12 91.27 9.85 10.2% 1.07 1.1% 50% False False 11,627
60 101.12 89.73 11.39 11.8% 0.99 1.0% 57% False False 9,735
80 101.12 89.73 11.39 11.8% 0.94 1.0% 57% False False 8,565
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.71
2.618 99.03
1.618 98.00
1.000 97.36
0.618 96.97
HIGH 96.33
0.618 95.94
0.500 95.82
0.382 95.69
LOW 95.30
0.618 94.66
1.000 94.27
1.618 93.63
2.618 92.60
4.250 90.92
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 96.07 96.11
PP 95.94 96.02
S1 95.82 95.94

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

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