NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 97.38 97.66 0.28 0.3% 92.71
High 98.07 97.97 -0.10 -0.1% 98.07
Low 97.08 97.10 0.02 0.0% 92.56
Close 97.65 97.34 -0.31 -0.3% 97.65
Range 0.99 0.87 -0.12 -12.1% 5.51
ATR 1.59 1.54 -0.05 -3.2% 0.00
Volume 223,944 210,090 -13,854 -6.2% 1,320,264
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.08 99.58 97.82
R3 99.21 98.71 97.58
R2 98.34 98.34 97.50
R1 97.84 97.84 97.42 97.66
PP 97.47 97.47 97.47 97.38
S1 96.97 96.97 97.26 96.79
S2 96.60 96.60 97.18
S3 95.73 96.10 97.10
S4 94.86 95.23 96.86
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 112.62 110.65 100.68
R3 107.11 105.14 99.17
R2 101.60 101.60 98.66
R1 99.63 99.63 98.16 100.62
PP 96.09 96.09 96.09 96.59
S1 94.12 94.12 97.14 95.11
S2 90.58 90.58 96.64
S3 85.07 88.61 96.13
S4 79.56 83.10 94.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.07 93.67 4.40 4.5% 1.48 1.5% 83% False False 259,110
10 98.07 91.77 6.30 6.5% 1.53 1.6% 88% False False 233,547
20 98.07 91.77 6.30 6.5% 1.53 1.6% 88% False False 204,111
40 102.99 91.77 11.22 11.5% 1.53 1.6% 50% False False 140,630
60 105.15 91.77 13.38 13.7% 1.59 1.6% 42% False False 108,144
80 107.94 91.77 16.17 16.6% 1.62 1.7% 34% False False 86,606
100 107.94 91.77 16.17 16.6% 1.58 1.6% 34% False False 72,961
120 107.94 90.40 17.54 18.0% 1.56 1.6% 40% False False 64,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 101.67
2.618 100.25
1.618 99.38
1.000 98.84
0.618 98.51
HIGH 97.97
0.618 97.64
0.500 97.54
0.382 97.43
LOW 97.10
0.618 96.56
1.000 96.23
1.618 95.69
2.618 94.82
4.250 93.40
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 97.54 97.54
PP 97.47 97.47
S1 97.41 97.41

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

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