NYMEX Light Sweet Crude Oil Future February 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 98.76 97.75 -1.01 -1.0% 93.00
High 98.92 98.43 -0.49 -0.5% 98.31
Low 97.42 97.59 0.17 0.2% 92.84
Close 97.72 97.82 0.10 0.1% 97.90
Range 1.50 0.84 -0.66 -44.0% 5.47
ATR 1.49 1.45 -0.05 -3.1% 0.00
Volume 133,916 110,793 -23,123 -17.3% 432,848
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.47 99.98 98.28
R3 99.63 99.14 98.05
R2 98.79 98.79 97.97
R1 98.30 98.30 97.90 98.55
PP 97.95 97.95 97.95 98.07
S1 97.46 97.46 97.74 97.71
S2 97.11 97.11 97.67
S3 96.27 96.62 97.59
S4 95.43 95.78 97.36
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 98.92 97.28 1.64 1.7% 1.14 1.2% 33% False False 102,356
10 98.92 92.39 6.53 6.7% 1.44 1.5% 83% False False 91,315
20 98.92 92.10 6.82 7.0% 1.43 1.5% 84% False False 70,109
40 101.85 92.10 9.75 10.0% 1.44 1.5% 59% False False 54,734
60 103.73 92.10 11.63 11.9% 1.46 1.5% 49% False False 44,717
80 106.22 92.10 14.12 14.4% 1.51 1.5% 41% False False 36,759
100 106.22 92.10 14.12 14.4% 1.45 1.5% 41% False False 31,090
120 106.22 91.35 14.87 15.2% 1.37 1.4% 44% False False 27,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 102.00
2.618 100.63
1.618 99.79
1.000 99.27
0.618 98.95
HIGH 98.43
0.618 98.11
0.500 98.01
0.382 97.91
LOW 97.59
0.618 97.07
1.000 96.75
1.618 96.23
2.618 95.39
4.250 94.02
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 98.01 98.17
PP 97.95 98.05
S1 97.88 97.94

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

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