NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 98.70 99.20 0.50 0.5% 96.81
High 99.40 99.31 -0.09 -0.1% 99.49
Low 98.54 98.64 0.10 0.1% 96.52
Close 99.32 98.91 -0.41 -0.4% 99.32
Range 0.86 0.67 -0.19 -22.1% 2.97
ATR 1.36 1.31 -0.05 -3.6% 0.00
Volume 151,281 107,273 -44,008 -29.1% 785,792
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.96 100.61 99.28
R3 100.29 99.94 99.09
R2 99.62 99.62 99.03
R1 99.27 99.27 98.97 99.11
PP 98.95 98.95 98.95 98.88
S1 98.60 98.60 98.85 98.44
S2 98.28 98.28 98.79
S3 97.61 97.93 98.73
S4 96.94 97.26 98.54
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 97.26 2.23 2.3% 1.04 1.0% 74% False False 156,526
10 99.49 96.52 2.97 3.0% 1.18 1.2% 80% False False 134,901
20 99.49 92.10 7.39 7.5% 1.34 1.4% 92% False False 104,122
40 99.49 92.10 7.39 7.5% 1.36 1.4% 92% False False 72,546
60 102.52 92.10 10.42 10.5% 1.44 1.5% 65% False False 59,710
80 104.67 92.10 12.57 12.7% 1.47 1.5% 54% False False 48,404
100 106.22 92.10 14.12 14.3% 1.45 1.5% 48% False False 40,634
120 106.22 92.10 14.12 14.3% 1.39 1.4% 48% False False 35,607
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 102.16
2.618 101.06
1.618 100.39
1.000 99.98
0.618 99.72
HIGH 99.31
0.618 99.05
0.500 98.98
0.382 98.90
LOW 98.64
0.618 98.23
1.000 97.97
1.618 97.56
2.618 96.89
4.250 95.79
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 98.98 98.82
PP 98.95 98.72
S1 98.93 98.63

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

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