NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 96.17 95.89 -0.28 -0.3% 95.90
High 96.33 97.10 0.77 0.8% 98.32
Low 95.51 95.75 0.24 0.3% 95.54
Close 96.24 97.06 0.82 0.9% 97.99
Range 0.82 1.35 0.53 64.6% 2.78
ATR 1.14 1.16 0.01 1.3% 0.00
Volume 22,698 18,505 -4,193 -18.5% 86,923
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 100.69 100.22 97.80
R3 99.34 98.87 97.43
R2 97.99 97.99 97.31
R1 97.52 97.52 97.18 97.76
PP 96.64 96.64 96.64 96.75
S1 96.17 96.17 96.94 96.41
S2 95.29 95.29 96.81
S3 93.94 94.82 96.69
S4 92.59 93.47 96.32
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% 55% False False 19,235
10 98.32 94.83 3.49 3.6% 1.15 1.2% 64% False False 17,934
20 98.32 94.34 3.98 4.1% 1.12 1.1% 68% False False 19,354
40 99.93 92.83 7.10 7.3% 1.09 1.1% 60% False False 16,983
60 99.93 89.09 10.84 11.2% 1.05 1.1% 74% False False 15,251
80 99.93 89.09 10.84 11.2% 0.99 1.0% 74% False False 13,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.84
2.618 100.63
1.618 99.28
1.000 98.45
0.618 97.93
HIGH 97.10
0.618 96.58
0.500 96.43
0.382 96.27
LOW 95.75
0.618 94.92
1.000 94.40
1.618 93.57
2.618 92.22
4.250 90.01
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 96.85 96.94
PP 96.64 96.81
S1 96.43 96.69

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

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