NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 98.62 99.20 0.58 0.6% 96.81
High 99.30 99.70 0.40 0.4% 99.49
Low 98.53 99.05 0.52 0.5% 96.52
Close 99.22 99.55 0.33 0.3% 99.32
Range 0.77 0.65 -0.12 -15.6% 2.97
ATR 1.27 1.23 -0.04 -3.5% 0.00
Volume 51,877 65,666 13,789 26.6% 785,792
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.38 101.12 99.91
R3 100.73 100.47 99.73
R2 100.08 100.08 99.67
R1 99.82 99.82 99.61 99.95
PP 99.43 99.43 99.43 99.50
S1 99.17 99.17 99.49 99.30
S2 98.78 98.78 99.43
S3 98.13 98.52 99.37
S4 97.48 97.87 99.19
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 99.70 97.76 1.94 1.9% 0.94 0.9% 92% True False 113,775
10 99.70 96.52 3.18 3.2% 1.02 1.0% 95% True False 124,381
20 99.70 92.10 7.60 7.6% 1.28 1.3% 98% True False 103,918
40 99.70 92.10 7.60 7.6% 1.34 1.3% 98% True False 74,177
60 102.52 92.10 10.42 10.5% 1.41 1.4% 71% False False 61,186
80 104.67 92.10 12.57 12.6% 1.43 1.4% 59% False False 49,642
100 106.22 92.10 14.12 14.2% 1.44 1.4% 53% False False 41,628
120 106.22 92.10 14.12 14.2% 1.38 1.4% 53% False False 36,403
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 102.46
2.618 101.40
1.618 100.75
1.000 100.35
0.618 100.10
HIGH 99.70
0.618 99.45
0.500 99.38
0.382 99.30
LOW 99.05
0.618 98.65
1.000 98.40
1.618 98.00
2.618 97.35
4.250 96.29
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 99.49 99.41
PP 99.43 99.26
S1 99.38 99.12

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

View Archives - Comment on this page... - Back to Index of Symbols