NYMEX Light Sweet Crude Oil Future October 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 94.98 95.24 0.26 0.3% 94.88
High 95.37 96.25 0.88 0.9% 97.26
Low 94.61 94.94 0.33 0.3% 94.82
Close 95.34 96.17 0.83 0.9% 97.01
Range 0.76 1.31 0.55 72.4% 2.44
ATR 0.98 1.00 0.02 2.4% 0.00
Volume 8,459 7,401 -1,058 -12.5% 32,587
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 99.72 99.25 96.89
R3 98.41 97.94 96.53
R2 97.10 97.10 96.41
R1 96.63 96.63 96.29 96.87
PP 95.79 95.79 95.79 95.90
S1 95.32 95.32 96.05 95.56
S2 94.48 94.48 95.93
S3 93.17 94.01 95.81
S4 91.86 92.70 95.45
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 94.61 2.65 2.8% 1.01 1.1% 59% False False 7,352
10 97.26 94.08 3.18 3.3% 1.02 1.1% 66% False False 6,786
20 97.28 93.72 3.56 3.7% 0.91 0.9% 69% False False 6,791
40 98.71 92.47 6.24 6.5% 0.85 0.9% 59% False False 5,945
60 98.71 88.69 10.02 10.4% 0.78 0.8% 75% False False 4,900
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.82
2.618 99.68
1.618 98.37
1.000 97.56
0.618 97.06
HIGH 96.25
0.618 95.75
0.500 95.60
0.382 95.44
LOW 94.94
0.618 94.13
1.000 93.63
1.618 92.82
2.618 91.51
4.250 89.37
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 95.98 96.04
PP 95.79 95.90
S1 95.60 95.77

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

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