NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 98.65 97.55 -1.10 -1.1% 92.71
High 98.75 98.18 -0.57 -0.6% 98.07
Low 97.20 97.31 0.11 0.1% 92.56
Close 97.44 97.50 0.06 0.1% 97.65
Range 1.55 0.87 -0.68 -43.9% 5.51
ATR 1.54 1.49 -0.05 -3.1% 0.00
Volume 274,194 205,749 -68,445 -25.0% 1,320,264
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.27 99.76 97.98
R3 99.40 98.89 97.74
R2 98.53 98.53 97.66
R1 98.02 98.02 97.58 97.84
PP 97.66 97.66 97.66 97.58
S1 97.15 97.15 97.42 96.97
S2 96.79 96.79 97.34
S3 95.92 96.28 97.26
S4 95.05 95.41 97.02
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 97.08 1.67 1.7% 1.16 1.2% 25% False False 235,763
10 98.75 92.06 6.69 6.9% 1.47 1.5% 81% False False 241,834
20 98.75 91.77 6.98 7.2% 1.47 1.5% 82% False False 222,521
40 102.32 91.77 10.55 10.8% 1.50 1.5% 54% False False 154,353
60 105.15 91.77 13.38 13.7% 1.55 1.6% 43% False False 119,396
80 107.94 91.77 16.17 16.6% 1.62 1.7% 35% False False 95,215
100 107.94 91.77 16.17 16.6% 1.58 1.6% 35% False False 79,893
120 107.94 91.40 16.54 17.0% 1.53 1.6% 37% False False 69,994
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.88
2.618 100.46
1.618 99.59
1.000 99.05
0.618 98.72
HIGH 98.18
0.618 97.85
0.500 97.75
0.382 97.64
LOW 97.31
0.618 96.77
1.000 96.44
1.618 95.90
2.618 95.03
4.250 93.61
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 97.75 97.98
PP 97.66 97.82
S1 97.58 97.66

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

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