NYMEX Light Sweet Crude Oil Future September 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 97.78 96.17 -1.61 -1.6% 95.90
High 97.87 96.33 -1.54 -1.6% 98.32
Low 96.01 95.51 -0.50 -0.5% 95.54
Close 96.37 96.24 -0.13 -0.1% 97.99
Range 1.86 0.82 -1.04 -55.9% 2.78
ATR 1.16 1.14 -0.02 -1.9% 0.00
Volume 14,288 22,698 8,410 58.9% 86,923
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 98.49 98.18 96.69
R3 97.67 97.36 96.47
R2 96.85 96.85 96.39
R1 96.54 96.54 96.32 96.70
PP 96.03 96.03 96.03 96.10
S1 95.72 95.72 96.16 95.88
S2 95.21 95.21 96.09
S3 94.39 94.90 96.01
S4 93.57 94.08 95.79
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.62 104.59 99.52
R3 102.84 101.81 98.75
R2 100.06 100.06 98.50
R1 99.03 99.03 98.24 99.55
PP 97.28 97.28 97.28 97.54
S1 96.25 96.25 97.74 96.77
S2 94.50 94.50 97.48
S3 91.72 93.47 97.23
S4 88.94 90.69 96.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.32 95.51 2.81 2.9% 1.08 1.1% 26% False True 18,157
10 98.32 94.60 3.72 3.9% 1.11 1.2% 44% False False 18,087
20 98.32 94.34 3.98 4.1% 1.11 1.2% 48% False False 19,709
40 99.93 92.13 7.80 8.1% 1.07 1.1% 53% False False 16,790
60 99.93 89.09 10.84 11.3% 1.04 1.1% 66% False False 15,108
80 99.93 89.09 10.84 11.3% 0.98 1.0% 66% False False 13,428
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.82
2.618 98.48
1.618 97.66
1.000 97.15
0.618 96.84
HIGH 96.33
0.618 96.02
0.500 95.92
0.382 95.82
LOW 95.51
0.618 95.00
1.000 94.69
1.618 94.18
2.618 93.36
4.250 92.03
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 96.13 96.86
PP 96.03 96.65
S1 95.92 96.45

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

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