NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 96.80 96.84 0.04 0.0% 96.67
High 97.61 97.77 0.16 0.2% 97.60
Low 96.40 96.84 0.44 0.5% 95.06
Close 96.79 97.71 0.92 1.0% 96.83
Range 1.21 0.93 -0.28 -23.1% 2.54
ATR 1.22 1.21 -0.02 -1.4% 0.00
Volume 8,241 10,846 2,605 31.6% 92,415
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.23 99.90 98.22
R3 99.30 98.97 97.97
R2 98.37 98.37 97.88
R1 98.04 98.04 97.80 98.21
PP 97.44 97.44 97.44 97.52
S1 97.11 97.11 97.62 97.28
S2 96.51 96.51 97.54
S3 95.58 96.18 97.45
S4 94.65 95.25 97.20
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.12 103.01 98.23
R3 101.58 100.47 97.53
R2 99.04 99.04 97.30
R1 97.93 97.93 97.06 98.49
PP 96.50 96.50 96.50 96.77
S1 95.39 95.39 96.60 95.95
S2 93.96 93.96 96.36
S3 91.42 92.85 96.13
S4 88.88 90.31 95.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.77 95.50 2.27 2.3% 1.20 1.2% 97% True False 14,923
10 97.77 95.06 2.71 2.8% 1.12 1.1% 98% True False 18,587
20 101.12 95.06 6.06 6.2% 1.22 1.3% 44% False False 17,827
40 101.12 92.02 9.10 9.3% 1.09 1.1% 63% False False 13,049
60 101.12 89.73 11.39 11.7% 1.05 1.1% 70% False False 10,948
80 101.12 89.73 11.39 11.7% 0.95 1.0% 70% False False 9,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.72
2.618 100.20
1.618 99.27
1.000 98.70
0.618 98.34
HIGH 97.77
0.618 97.41
0.500 97.31
0.382 97.20
LOW 96.84
0.618 96.27
1.000 95.91
1.618 95.34
2.618 94.41
4.250 92.89
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 97.58 97.50
PP 97.44 97.29
S1 97.31 97.09

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

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