NYMEX Light Sweet Crude Oil Future February 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 97.60 97.96 0.36 0.4% 93.00
High 98.31 98.18 -0.13 -0.1% 98.31
Low 97.33 97.28 -0.05 -0.1% 92.84
Close 97.90 97.56 -0.34 -0.3% 97.90
Range 0.98 0.90 -0.08 -8.2% 5.47
ATR 1.54 1.49 -0.05 -3.0% 0.00
Volume 83,152 95,091 11,939 14.4% 432,848
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.37 99.87 98.06
R3 99.47 98.97 97.81
R2 98.57 98.57 97.73
R1 98.07 98.07 97.64 97.87
PP 97.67 97.67 97.67 97.58
S1 97.17 97.17 97.48 96.97
S2 96.77 96.77 97.40
S3 95.87 96.27 97.31
S4 94.97 95.37 97.07
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 112.76 110.80 100.91
R3 107.29 105.33 99.40
R2 101.82 101.82 98.90
R1 99.86 99.86 98.40 100.84
PP 96.35 96.35 96.35 96.84
S1 94.39 94.39 97.40 95.37
S2 90.88 90.88 96.90
S3 85.41 88.92 96.40
S4 79.94 83.45 94.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.31 93.95 4.36 4.5% 1.44 1.5% 83% False False 99,997
10 98.31 92.10 6.21 6.4% 1.50 1.5% 88% False False 73,342
20 98.31 92.10 6.21 6.4% 1.48 1.5% 88% False False 59,854
40 102.49 92.10 10.39 10.6% 1.46 1.5% 53% False False 49,143
60 103.73 92.10 11.63 11.9% 1.50 1.5% 47% False False 39,895
80 106.22 92.10 14.12 14.5% 1.50 1.5% 39% False False 32,855
100 106.22 92.10 14.12 14.5% 1.45 1.5% 39% False False 28,013
120 106.22 90.05 16.17 16.6% 1.40 1.4% 46% False False 24,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.01
2.618 100.54
1.618 99.64
1.000 99.08
0.618 98.74
HIGH 98.18
0.618 97.84
0.500 97.73
0.382 97.62
LOW 97.28
0.618 96.72
1.000 96.38
1.618 95.82
2.618 94.92
4.250 93.46
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 97.73 97.77
PP 97.67 97.70
S1 97.62 97.63

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

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