NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 93.86 96.90 3.04 3.2% 94.15
High 96.96 97.58 0.62 0.6% 94.69
Low 93.67 96.30 2.63 2.8% 91.77
Close 96.04 97.20 1.16 1.2% 92.72
Range 3.29 1.28 -2.01 -61.1% 2.92
ATR 1.70 1.69 -0.01 -0.7% 0.00
Volume 319,271 325,857 6,586 2.1% 805,121
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.87 100.31 97.90
R3 99.59 99.03 97.55
R2 98.31 98.31 97.43
R1 97.75 97.75 97.32 98.03
PP 97.03 97.03 97.03 97.17
S1 96.47 96.47 97.08 96.75
S2 95.75 95.75 96.97
S3 94.47 95.19 96.85
S4 93.19 93.91 96.50
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.82 100.19 94.33
R3 98.90 97.27 93.52
R2 95.98 95.98 93.26
R1 94.35 94.35 92.99 93.71
PP 93.06 93.06 93.06 92.74
S1 91.43 91.43 92.45 90.79
S2 90.14 90.14 92.18
S3 87.22 88.51 91.92
S4 84.30 85.59 91.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.58 91.77 5.81 6.0% 1.95 2.0% 93% True False 250,802
10 97.58 91.77 5.81 6.0% 1.74 1.8% 93% True False 239,092
20 97.58 91.77 5.81 6.0% 1.60 1.6% 93% True False 184,882
40 103.01 91.77 11.24 11.6% 1.63 1.7% 48% False False 129,161
60 105.15 91.77 13.38 13.8% 1.61 1.7% 41% False False 98,547
80 107.94 91.77 16.17 16.6% 1.62 1.7% 34% False False 79,232
100 107.94 91.77 16.17 16.6% 1.59 1.6% 34% False False 66,821
120 107.94 90.40 17.54 18.0% 1.56 1.6% 39% False False 58,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.02
2.618 100.93
1.618 99.65
1.000 98.86
0.618 98.37
HIGH 97.58
0.618 97.09
0.500 96.94
0.382 96.79
LOW 96.30
0.618 95.51
1.000 95.02
1.618 94.23
2.618 92.95
4.250 90.86
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 97.11 96.49
PP 97.03 95.78
S1 96.94 95.07

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

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