NYMEX Light Sweet Crude Oil Future February 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 97.76 96.81 -0.95 -1.0% 97.96
High 97.88 97.99 0.11 0.1% 98.92
Low 96.56 96.52 -0.04 0.0% 96.56
Close 96.93 97.77 0.84 0.9% 96.93
Range 1.32 1.47 0.15 11.4% 2.36
ATR 1.44 1.44 0.00 0.2% 0.00
Volume 122,415 110,434 -11,981 -9.8% 551,044
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.84 101.27 98.58
R3 100.37 99.80 98.17
R2 98.90 98.90 98.04
R1 98.33 98.33 97.90 98.62
PP 97.43 97.43 97.43 97.57
S1 96.86 96.86 97.64 97.15
S2 95.96 95.96 97.50
S3 94.49 95.39 97.37
S4 93.02 93.92 96.96
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.55 103.10 98.23
R3 102.19 100.74 97.58
R2 99.83 99.83 97.36
R1 98.38 98.38 97.15 97.93
PP 97.47 97.47 97.47 97.24
S1 96.02 96.02 96.71 95.57
S2 95.11 95.11 96.50
S3 92.75 93.66 96.28
S4 90.39 91.30 95.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.92 96.52 2.40 2.5% 1.32 1.4% 52% False True 113,277
10 98.92 93.95 4.97 5.1% 1.38 1.4% 77% False False 106,637
20 98.92 92.10 6.82 7.0% 1.43 1.5% 83% False False 75,576
40 100.61 92.10 8.51 8.7% 1.43 1.5% 67% False False 58,437
60 102.52 92.10 10.42 10.7% 1.45 1.5% 54% False False 48,141
80 106.22 92.10 14.12 14.4% 1.52 1.6% 40% False False 39,331
100 106.22 92.10 14.12 14.4% 1.45 1.5% 40% False False 33,242
120 106.22 92.10 14.12 14.4% 1.38 1.4% 40% False False 29,326
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.24
2.618 101.84
1.618 100.37
1.000 99.46
0.618 98.90
HIGH 97.99
0.618 97.43
0.500 97.26
0.382 97.08
LOW 96.52
0.618 95.61
1.000 95.05
1.618 94.14
2.618 92.67
4.250 90.27
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 97.60 97.67
PP 97.43 97.57
S1 97.26 97.48

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

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