NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 94.97 94.87 -0.10 -0.1% 95.78
High 95.57 96.67 1.10 1.2% 96.67
Low 94.60 94.83 0.23 0.2% 94.34
Close 95.34 95.91 0.57 0.6% 95.91
Range 0.97 1.84 0.87 89.7% 2.33
ATR 1.13 1.18 0.05 4.5% 0.00
Volume 20,032 20,318 286 1.4% 96,756
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.32 100.46 96.92
R3 99.48 98.62 96.42
R2 97.64 97.64 96.25
R1 96.78 96.78 96.08 97.21
PP 95.80 95.80 95.80 96.02
S1 94.94 94.94 95.74 95.37
S2 93.96 93.96 95.57
S3 92.12 93.10 95.40
S4 90.28 91.26 94.90
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.63 101.60 97.19
R3 100.30 99.27 96.55
R2 97.97 97.97 96.34
R1 96.94 96.94 96.12 97.46
PP 95.64 95.64 95.64 95.90
S1 94.61 94.61 95.70 95.13
S2 93.31 93.31 95.48
S3 90.98 92.28 95.27
S4 88.65 89.95 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.67 94.34 2.33 2.4% 1.19 1.2% 67% True False 19,351
10 98.06 94.34 3.72 3.9% 1.18 1.2% 42% False False 20,362
20 99.93 94.34 5.59 5.8% 1.15 1.2% 28% False False 18,727
40 99.93 91.15 8.78 9.2% 1.05 1.1% 54% False False 15,733
60 99.93 89.09 10.84 11.3% 1.03 1.1% 63% False False 13,644
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 0.18
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 104.49
2.618 101.49
1.618 99.65
1.000 98.51
0.618 97.81
HIGH 96.67
0.618 95.97
0.500 95.75
0.382 95.53
LOW 94.83
0.618 93.69
1.000 92.99
1.618 91.85
2.618 90.01
4.250 87.01
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 95.86 95.82
PP 95.80 95.73
S1 95.75 95.64

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

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