NYMEX Light Sweet Crude Oil Future November 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	95.95	95.96	0.01	0.0%	94.04
High	96.31	95.96	-0.35	-0.4%	96.36
Low	95.67	94.60	-1.07	-1.1%	94.04
Close	96.16	94.64	-1.52	-1.6%	96.09
Range	0.64	1.36	0.72	112.5%	2.32
ATR	0.81	0.86	0.05	6.7%	0.00
Volume	5,522	4,242	-1,280	-23.2%	20,881

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.15	98.25	95.39
R3	97.79	96.89	95.01
R2	96.43	96.43	94.89
R1	95.53	95.53	94.76	95.30
PP	95.07	95.07	95.07	94.95
S1	94.17	94.17	94.52	93.94
S2	93.71	93.71	94.39
S3	92.35	92.81	94.27
S4	90.99	91.45	93.89

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.46	101.59	97.37
R3	100.14	99.27	96.73
R2	97.82	97.82	96.52
R1	96.95	96.95	96.30	97.39
PP	95.50	95.50	95.50	95.71
S1	94.63	94.63	95.88	95.07
S2	93.18	93.18	95.66
S3	90.86	92.31	95.45
S4	88.54	89.99	94.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.36	94.58	1.78	1.9%	0.67	0.7%	3%	False	False	4,395
10	96.36	93.00	3.36	3.6%	0.70	0.7%	49%	False	False	4,759
20	96.36	93.00	3.36	3.6%	0.65	0.7%	49%	False	False	4,941

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	0.09
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	101.74
2.618	99.52
1.618	98.16
1.000	97.32
0.618	96.80
HIGH	95.96
0.618	95.44
0.500	95.28
0.382	95.12
LOW	94.60
0.618	93.76
1.000	93.24
1.618	92.40
2.618	91.04
4.250	88.82

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	95.28	95.48
PP	95.07	95.20
S1	94.85	94.92

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