NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 97.25 98.65 1.40 1.4% 92.71
High 98.74 98.75 0.01 0.0% 98.07
Low 97.24 97.20 -0.04 0.0% 92.56
Close 98.51 97.44 -1.07 -1.1% 97.65
Range 1.50 1.55 0.05 3.3% 5.51
ATR 1.54 1.54 0.00 0.0% 0.00
Volume 264,838 274,194 9,356 3.5% 1,320,264
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.45 101.49 98.29
R3 100.90 99.94 97.87
R2 99.35 99.35 97.72
R1 98.39 98.39 97.58 98.10
PP 97.80 97.80 97.80 97.65
S1 96.84 96.84 97.30 96.55
S2 96.25 96.25 97.16
S3 94.70 95.29 97.01
S4 93.15 93.74 96.59
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 98.75 97.01 1.74 1.8% 1.18 1.2% 25% True False 237,891
10 98.75 91.77 6.98 7.2% 1.57 1.6% 81% True False 244,346
20 98.75 91.77 6.98 7.2% 1.50 1.5% 81% True False 219,456
40 102.99 91.77 11.22 11.5% 1.54 1.6% 51% False False 150,581
60 105.15 91.77 13.38 13.7% 1.59 1.6% 42% False False 116,384
80 107.94 91.77 16.17 16.6% 1.63 1.7% 35% False False 92,849
100 107.94 91.77 16.17 16.6% 1.58 1.6% 35% False False 77,970
120 107.94 90.40 17.54 18.0% 1.54 1.6% 40% False False 68,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.34
2.618 102.81
1.618 101.26
1.000 100.30
0.618 99.71
HIGH 98.75
0.618 98.16
0.500 97.98
0.382 97.79
LOW 97.20
0.618 96.24
1.000 95.65
1.618 94.69
2.618 93.14
4.250 90.61
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 97.98 97.93
PP 97.80 97.76
S1 97.62 97.60

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

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