NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 97.58 96.55 -1.03 -1.1% 97.66
High 97.62 97.69 0.07 0.1% 98.75
Low 96.26 96.21 -0.05 -0.1% 96.26
Close 96.60 97.48 0.88 0.9% 96.60
Range 1.36 1.48 0.12 8.8% 2.49
ATR 1.48 1.48 0.00 0.0% 0.00
Volume 233,161 187,591 -45,570 -19.5% 1,188,032
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.57 101.00 98.29
R3 100.09 99.52 97.89
R2 98.61 98.61 97.75
R1 98.04 98.04 97.62 98.33
PP 97.13 97.13 97.13 97.27
S1 96.56 96.56 97.34 96.85
S2 95.65 95.65 97.21
S3 94.17 95.08 97.07
S4 92.69 93.60 96.67
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.67 103.13 97.97
R3 102.18 100.64 97.28
R2 99.69 99.69 97.06
R1 98.15 98.15 96.83 97.68
PP 97.20 97.20 97.20 96.97
S1 95.66 95.66 96.37 95.19
S2 94.71 94.71 96.14
S3 92.22 93.17 95.92
S4 89.73 90.68 95.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.75 96.21 2.54 2.6% 1.35 1.4% 50% False True 233,106
10 98.75 93.67 5.08 5.2% 1.42 1.5% 75% False False 246,108
20 98.75 91.77 6.98 7.2% 1.47 1.5% 82% False False 230,353
40 101.09 91.77 9.32 9.6% 1.49 1.5% 61% False False 160,334
60 103.34 91.77 11.57 11.9% 1.54 1.6% 49% False False 125,314
80 107.94 91.77 16.17 16.6% 1.63 1.7% 35% False False 99,687
100 107.94 91.77 16.17 16.6% 1.57 1.6% 35% False False 83,764
120 107.94 91.77 16.17 16.6% 1.53 1.6% 35% False False 73,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.98
2.618 101.56
1.618 100.08
1.000 99.17
0.618 98.60
HIGH 97.69
0.618 97.12
0.500 96.95
0.382 96.78
LOW 96.21
0.618 95.30
1.000 94.73
1.618 93.82
2.618 92.34
4.250 89.92
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 97.30 97.39
PP 97.13 97.29
S1 96.95 97.20

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

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