NYMEX Light Sweet Crude Oil Future September 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 95.81 96.11 0.30 0.3% 95.78
High 96.70 96.82 0.12 0.1% 96.67
Low 95.54 95.98 0.44 0.5% 94.34
Close 95.91 96.78 0.87 0.9% 95.91
Range 1.16 0.84 -0.32 -27.6% 2.33
ATR 1.16 1.15 -0.02 -1.6% 0.00
Volume 11,179 20,045 8,866 79.3% 96,756
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.05 98.75 97.24
R3 98.21 97.91 97.01
R2 97.37 97.37 96.93
R1 97.07 97.07 96.86 97.22
PP 96.53 96.53 96.53 96.60
S1 96.23 96.23 96.70 96.38
S2 95.69 95.69 96.63
S3 94.85 95.39 96.55
S4 94.01 94.55 96.32
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 96.82 94.60 2.22 2.3% 1.15 1.2% 98% True False 18,017
10 96.82 94.34 2.48 2.6% 1.05 1.1% 98% True False 20,363
20 99.93 94.34 5.59 5.8% 1.14 1.2% 44% False False 19,267
40 99.93 91.15 8.78 9.1% 1.05 1.1% 64% False False 15,969
60 99.93 89.09 10.84 11.2% 1.05 1.1% 71% False False 14,296
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.39
2.618 99.02
1.618 98.18
1.000 97.66
0.618 97.34
HIGH 96.82
0.618 96.50
0.500 96.40
0.382 96.30
LOW 95.98
0.618 95.46
1.000 95.14
1.618 94.62
2.618 93.78
4.250 92.41
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 96.65 96.58
PP 96.53 96.38
S1 96.40 96.18

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

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