NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 99.20 99.63 0.43 0.4% 99.20
High 99.70 100.75 1.05 1.1% 100.75
Low 99.05 99.37 0.32 0.3% 98.53
Close 99.55 100.32 0.77 0.8% 100.32
Range 0.65 1.38 0.73 112.3% 2.22
ATR 1.23 1.24 0.01 0.9% 0.00
Volume 65,666 127,198 61,532 93.7% 352,014
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.29 103.68 101.08
R3 102.91 102.30 100.70
R2 101.53 101.53 100.57
R1 100.92 100.92 100.45 101.23
PP 100.15 100.15 100.15 100.30
S1 99.54 99.54 100.19 99.85
S2 98.77 98.77 100.07
S3 97.39 98.16 99.94
S4 96.01 96.78 99.56
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.53 105.64 101.54
R3 104.31 103.42 100.93
R2 102.09 102.09 100.73
R1 101.20 101.20 100.52 101.65
PP 99.87 99.87 99.87 100.09
S1 98.98 98.98 100.12 99.43
S2 97.65 97.65 99.91
S3 95.43 96.76 99.71
S4 93.21 94.54 99.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.75 98.53 2.22 2.2% 0.87 0.9% 81% True False 100,659
10 100.75 96.52 4.23 4.2% 1.08 1.1% 90% True False 126,022
20 100.75 92.39 8.36 8.3% 1.26 1.3% 95% True False 108,668
40 100.75 92.10 8.65 8.6% 1.35 1.3% 95% True False 76,762
60 102.52 92.10 10.42 10.4% 1.40 1.4% 79% False False 62,978
80 104.67 92.10 12.57 12.5% 1.43 1.4% 65% False False 51,053
100 106.22 92.10 14.12 14.1% 1.43 1.4% 58% False False 42,832
120 106.22 92.10 14.12 14.1% 1.38 1.4% 58% False False 37,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.62
2.618 104.36
1.618 102.98
1.000 102.13
0.618 101.60
HIGH 100.75
0.618 100.22
0.500 100.06
0.382 99.90
LOW 99.37
0.618 98.52
1.000 97.99
1.618 97.14
2.618 95.76
4.250 93.51
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 100.23 100.09
PP 100.15 99.87
S1 100.06 99.64

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

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