NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 96.85 96.78 -0.07 -0.1% 94.88
High 97.19 96.92 -0.27 -0.3% 97.26
Low 96.51 95.17 -1.34 -1.4% 94.82
Close 97.04 95.47 -1.57 -1.6% 97.01
Range 0.68 1.75 1.07 157.4% 2.44
ATR 0.92 0.99 0.07 7.3% 0.00
Volume 7,193 5,698 -1,495 -20.8% 32,587
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 101.10 100.04 96.43
R3 99.35 98.29 95.95
R2 97.60 97.60 95.79
R1 96.54 96.54 95.63 96.20
PP 95.85 95.85 95.85 95.68
S1 94.79 94.79 95.31 94.45
S2 94.10 94.10 95.15
S3 92.35 93.04 94.99
S4 90.60 91.29 94.51
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 95.05 2.21 2.3% 0.97 1.0% 19% False False 6,890
10 97.26 93.74 3.52 3.7% 0.96 1.0% 49% False False 6,884
20 97.28 93.72 3.56 3.7% 0.91 1.0% 49% False False 6,787
40 98.71 90.83 7.88 8.3% 0.84 0.9% 59% False False 5,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 104.36
2.618 101.50
1.618 99.75
1.000 98.67
0.618 98.00
HIGH 96.92
0.618 96.25
0.500 96.05
0.382 95.84
LOW 95.17
0.618 94.09
1.000 93.42
1.618 92.34
2.618 90.59
4.250 87.73
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 96.05 96.22
PP 95.85 95.97
S1 95.66 95.72

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

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