NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 10-Mar-2014

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	96.48	96.55	0.07	0.1%	97.48
High	97.28	96.55	-0.73	-0.8%	98.71
Low	96.41	95.81	-0.60	-0.6%	95.70
Close	97.15	96.14	-1.01	-1.0%	97.15
Range	0.87	0.74	-0.13	-14.9%	3.01
ATR	0.95	0.98	0.03	3.0%	0.00
Volume	8,529	5,634	-2,895	-33.9%	41,390

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.39	98.00	96.55
R3	97.65	97.26	96.34
R2	96.91	96.91	96.28
R1	96.52	96.52	96.21	96.35
PP	96.17	96.17	96.17	96.08
S1	95.78	95.78	96.07	95.61
S2	95.43	95.43	96.00
S3	94.69	95.04	95.94
S4	93.95	94.30	95.73

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.22	104.69	98.81
R3	103.21	101.68	97.98
R2	100.20	100.20	97.70
R1	98.67	98.67	97.43	97.93
PP	97.19	97.19	97.19	96.82
S1	95.66	95.66	96.87	94.92
S2	94.18	94.18	96.60
S3	91.17	92.65	96.32
S4	88.16	89.64	95.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.31	95.70	2.61	2.7%	0.99	1.0%	17%	False	False	8,693
10	98.71	95.70	3.01	3.1%	0.88	0.9%	15%	False	False	6,335
20	98.71	94.05	4.66	4.8%	0.79	0.8%	45%	False	False	5,485
40	98.71	88.69	10.02	10.4%	0.72	0.7%	74%	False	False	4,170

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	0.08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.70
2.618	98.49
1.618	97.75
1.000	97.29
0.618	97.01
HIGH	96.55
0.618	96.27
0.500	96.18
0.382	96.09
LOW	95.81
0.618	95.35
1.000	95.07
1.618	94.61
2.618	93.87
4.250	92.67

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	96.18	96.51
PP	96.17	96.39
S1	96.15	96.26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols