NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 98.74 97.01 -1.73 -1.8% 96.70
High 98.84 97.23 -1.61 -1.6% 99.37
Low 96.97 96.40 -0.57 -0.6% 96.40
Close 97.28 97.14 -0.14 -0.1% 98.98
Range 1.87 0.83 -1.04 -55.6% 2.97
ATR 1.23 1.20 -0.02 -2.0% 0.00
Volume 11,188 12,671 1,483 13.3% 55,806
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 99.41 99.11 97.60
R3 98.58 98.28 97.37
R2 97.75 97.75 97.29
R1 97.45 97.45 97.22 97.60
PP 96.92 96.92 96.92 97.00
S1 96.62 96.62 97.06 96.77
S2 96.09 96.09 96.99
S3 95.26 95.79 96.91
S4 94.43 94.96 96.68
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.16 106.04 100.61
R3 104.19 103.07 99.80
R2 101.22 101.22 99.52
R1 100.10 100.10 99.25 100.66
PP 98.25 98.25 98.25 98.53
S1 97.13 97.13 98.71 97.69
S2 95.28 95.28 98.44
S3 92.31 94.16 98.16
S4 89.34 91.19 97.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.37 96.40 2.97 3.1% 1.16 1.2% 25% False True 12,679
10 99.37 95.50 3.87 4.0% 1.18 1.2% 42% False False 13,801
20 99.37 95.06 4.31 4.4% 1.20 1.2% 48% False False 17,797
40 101.12 92.97 8.15 8.4% 1.12 1.2% 51% False False 13,868
60 101.12 89.73 11.39 11.7% 1.06 1.1% 65% False False 11,679
80 101.12 89.73 11.39 11.7% 0.97 1.0% 65% False False 9,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 99.40
1.618 98.57
1.000 98.06
0.618 97.74
HIGH 97.23
0.618 96.91
0.500 96.82
0.382 96.72
LOW 96.40
0.618 95.89
1.000 95.57
1.618 95.06
2.618 94.23
4.250 92.87
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 97.03 97.79
PP 96.92 97.57
S1 96.82 97.36

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

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