NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	95.78	96.71	0.93	1.0%	94.88
High	96.81	97.26	0.45	0.5%	97.26
Low	95.78	96.71	0.93	1.0%	94.82
Close	96.71	97.01	0.30	0.3%	97.01
Range	1.03	0.55	-0.48	-46.6%	2.44
ATR	0.97	0.94	-0.03	-3.1%	0.00
Volume	8,090	8,011	-79	-1.0%	32,587

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.64	98.38	97.31
R3	98.09	97.83	97.16
R2	97.54	97.54	97.11
R1	97.28	97.28	97.06	97.41
PP	96.99	96.99	96.99	97.06
S1	96.73	96.73	96.96	96.86
S2	96.44	96.44	96.91
S3	95.89	96.18	96.86
S4	95.34	95.63	96.71

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.68	102.79	98.35
R3	101.24	100.35	97.68
R2	98.80	98.80	97.46
R1	97.91	97.91	97.23	98.36
PP	96.36	96.36	96.36	96.59
S1	95.47	95.47	96.79	95.92
S2	93.92	93.92	96.56
S3	91.48	93.03	96.34
S4	89.04	90.59	95.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.26	94.82	2.44	2.5%	0.81	0.8%	90%	True	False	6,517
10	97.26	93.72	3.54	3.6%	0.88	0.9%	93%	True	False	6,644
20	98.71	93.72	4.99	5.1%	0.91	0.9%	66%	False	False	6,996
40	98.71	90.54	8.17	8.4%	0.81	0.8%	79%	False	False	5,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.11
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	99.60
2.618	98.70
1.618	98.15
1.000	97.81
0.618	97.60
HIGH	97.26
0.618	97.05
0.500	96.99
0.382	96.92
LOW	96.71
0.618	96.37
1.000	96.16
1.618	95.82
2.618	95.27
4.250	94.37

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	97.00	96.73
PP	96.99	96.44
S1	96.99	96.16

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