NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	94.63	93.89	-0.74	-0.8%	96.55
High	94.65	94.63	-0.02	0.0%	96.55
Low	93.72	93.86	0.14	0.1%	93.94
Close	93.95	94.50	0.55	0.6%	95.10
Range	0.93	0.77	-0.16	-17.2%	2.61
ATR	1.00	0.98	-0.02	-1.6%	0.00
Volume	6,347	4,141	-2,206	-34.8%	32,103

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.64	96.34	94.92
R3	95.87	95.57	94.71
R2	95.10	95.10	94.64
R1	94.80	94.80	94.57	94.95
PP	94.33	94.33	94.33	94.41
S1	94.03	94.03	94.43	94.18
S2	93.56	93.56	94.36
S3	92.79	93.26	94.29
S4	92.02	92.49	94.08

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.03	101.67	96.54
R3	100.42	99.06	95.82
R2	97.81	97.81	95.58
R1	96.45	96.45	95.34	95.83
PP	95.20	95.20	95.20	94.88
S1	93.84	93.84	94.86	93.22
S2	92.59	92.59	94.62
S3	89.98	91.23	94.38
S4	87.37	88.62	93.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.13	93.72	1.41	1.5%	0.84	0.9%	55%	False	False	6,228
10	97.28	93.72	3.56	3.8%	0.87	0.9%	22%	False	False	6,689
20	98.71	93.72	4.99	5.3%	0.83	0.9%	16%	False	False	6,327
40	98.71	90.39	8.32	8.8%	0.76	0.8%	49%	False	False	4,679

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.90
2.618	96.65
1.618	95.88
1.000	95.40
0.618	95.11
HIGH	94.63
0.618	94.34
0.500	94.25
0.382	94.15
LOW	93.86
0.618	93.38
1.000	93.09
1.618	92.61
2.618	91.84
4.250	90.59

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	94.42	94.47
PP	94.33	94.45
S1	94.25	94.42

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