NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 97.93 98.70 0.77 0.8% 96.81
High 99.49 99.40 -0.09 -0.1% 99.49
Low 97.76 98.54 0.78 0.8% 96.52
Close 99.04 99.32 0.28 0.3% 99.32
Range 1.73 0.86 -0.87 -50.3% 2.97
ATR 1.40 1.36 -0.04 -2.8% 0.00
Volume 192,782 151,281 -41,501 -21.5% 785,792
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.67 101.35 99.79
R3 100.81 100.49 99.56
R2 99.95 99.95 99.48
R1 99.63 99.63 99.40 99.79
PP 99.09 99.09 99.09 99.17
S1 98.77 98.77 99.24 98.93
S2 98.23 98.23 99.16
S3 97.37 97.91 99.08
S4 96.51 97.05 98.85
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 107.35 106.31 100.95
R3 104.38 103.34 100.14
R2 101.41 101.41 99.86
R1 100.37 100.37 99.59 100.89
PP 98.44 98.44 98.44 98.71
S1 97.40 97.40 99.05 97.92
S2 95.47 95.47 98.78
S3 92.50 94.43 98.50
S4 89.53 91.46 97.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.49 96.52 2.97 3.0% 1.20 1.2% 94% False False 157,158
10 99.49 96.52 2.97 3.0% 1.20 1.2% 94% False False 133,683
20 99.49 92.10 7.39 7.4% 1.38 1.4% 98% False False 101,665
40 99.49 92.10 7.39 7.4% 1.36 1.4% 98% False False 70,875
60 102.52 92.10 10.42 10.5% 1.44 1.5% 69% False False 58,130
80 104.67 92.10 12.57 12.7% 1.48 1.5% 57% False False 47,211
100 106.22 92.10 14.12 14.2% 1.46 1.5% 51% False False 39,661
120 106.22 92.10 14.12 14.2% 1.39 1.4% 51% False False 34,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.06
2.618 101.65
1.618 100.79
1.000 100.26
0.618 99.93
HIGH 99.40
0.618 99.07
0.500 98.97
0.382 98.87
LOW 98.54
0.618 98.01
1.000 97.68
1.618 97.15
2.618 96.29
4.250 94.89
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 99.20 99.01
PP 99.09 98.69
S1 98.97 98.38

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

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