NYMEX Light Sweet Crude Oil Future September 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 95.18 95.78 0.60 0.6% 98.04
High 96.03 95.80 -0.23 -0.2% 98.06
Low 95.06 94.34 -0.72 -0.8% 94.58
Close 95.86 94.70 -1.16 -1.2% 95.86
Range 0.97 1.46 0.49 50.5% 3.48
ATR 1.17 1.19 0.03 2.2% 0.00
Volume 22,936 14,079 -8,857 -38.6% 106,864
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.33 98.47 95.50
R3 97.87 97.01 95.10
R2 96.41 96.41 94.97
R1 95.55 95.55 94.83 95.25
PP 94.95 94.95 94.95 94.80
S1 94.09 94.09 94.57 93.79
S2 93.49 93.49 94.43
S3 92.03 92.63 94.30
S4 90.57 91.17 93.90
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.61 104.71 97.77
R3 103.13 101.23 96.82
R2 99.65 99.65 96.50
R1 97.75 97.75 96.18 96.96
PP 96.17 96.17 96.17 95.77
S1 94.27 94.27 95.54 93.48
S2 92.69 92.69 95.22
S3 89.21 90.79 94.90
S4 85.73 87.31 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.39 94.34 3.05 3.2% 1.18 1.3% 12% False True 21,250
10 99.03 94.34 4.69 5.0% 1.21 1.3% 8% False True 22,041
20 99.93 94.34 5.59 5.9% 1.11 1.2% 6% False True 17,751
40 99.93 90.40 9.53 10.1% 1.03 1.1% 45% False False 14,515
60 99.93 89.09 10.84 11.4% 1.00 1.1% 52% False False 12,833
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 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.01
2.618 99.62
1.618 98.16
1.000 97.26
0.618 96.70
HIGH 95.80
0.618 95.24
0.500 95.07
0.382 94.90
LOW 94.34
0.618 93.44
1.000 92.88
1.618 91.98
2.618 90.52
4.250 88.14
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 95.07 95.19
PP 94.95 95.02
S1 94.82 94.86

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

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