NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 97.66 97.25 -0.41 -0.4% 92.71
High 97.97 98.74 0.77 0.8% 98.07
Low 97.10 97.24 0.14 0.1% 92.56
Close 97.34 98.51 1.17 1.2% 97.65
Range 0.87 1.50 0.63 72.4% 5.51
ATR 1.54 1.54 0.00 -0.2% 0.00
Volume 210,090 264,838 54,748 26.1% 1,320,264
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.66 102.09 99.34
R3 101.16 100.59 98.92
R2 99.66 99.66 98.79
R1 99.09 99.09 98.65 99.38
PP 98.16 98.16 98.16 98.31
S1 97.59 97.59 98.37 97.88
S2 96.66 96.66 98.24
S3 95.16 96.09 98.10
S4 93.66 94.59 97.69
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 98.74 96.30 2.44 2.5% 1.12 1.1% 91% True False 248,224
10 98.74 91.77 6.97 7.1% 1.54 1.6% 97% True False 232,945
20 98.74 91.77 6.97 7.1% 1.54 1.6% 97% True False 213,326
40 102.99 91.77 11.22 11.4% 1.53 1.6% 60% False False 144,972
60 105.15 91.77 13.38 13.6% 1.59 1.6% 50% False False 112,251
80 107.94 91.77 16.17 16.4% 1.62 1.6% 42% False False 89,675
100 107.94 91.77 16.17 16.4% 1.58 1.6% 42% False False 75,406
120 107.94 90.40 17.54 17.8% 1.55 1.6% 46% False False 66,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.12
2.618 102.67
1.618 101.17
1.000 100.24
0.618 99.67
HIGH 98.74
0.618 98.17
0.500 97.99
0.382 97.81
LOW 97.24
0.618 96.31
1.000 95.74
1.618 94.81
2.618 93.31
4.250 90.87
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 98.34 98.31
PP 98.16 98.11
S1 97.99 97.91

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

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