NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 93.24 94.31 1.07 1.1% 94.75
High 94.53 97.00 2.47 2.6% 95.16
Low 93.08 94.13 1.05 1.1% 92.35
Close 94.28 96.31 2.03 2.2% 93.24
Range 1.45 2.87 1.42 97.9% 2.81
ATR 1.45 1.55 0.10 7.0% 0.00
Volume 17,946 35,428 17,482 97.4% 154,491
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.42 103.24 97.89
R3 101.55 100.37 97.10
R2 98.68 98.68 96.84
R1 97.50 97.50 96.57 98.09
PP 95.81 95.81 95.81 96.11
S1 94.63 94.63 96.05 95.22
S2 92.94 92.94 95.78
S3 90.07 91.76 95.52
S4 87.20 88.89 94.73
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.01 100.44 94.79
R3 99.20 97.63 94.01
R2 96.39 96.39 93.76
R1 94.82 94.82 93.50 94.20
PP 93.58 93.58 93.58 93.28
S1 92.01 92.01 92.98 91.39
S2 90.77 90.77 92.72
S3 87.96 89.20 92.47
S4 85.15 86.39 91.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.00 92.35 4.65 4.8% 1.79 1.9% 85% True False 33,682
10 97.00 92.35 4.65 4.8% 1.57 1.6% 85% True False 35,013
20 97.00 92.35 4.65 4.8% 1.48 1.5% 85% True False 38,452
40 101.81 92.35 9.46 9.8% 1.46 1.5% 42% False False 39,217
60 102.29 92.35 9.94 10.3% 1.45 1.5% 40% False False 32,863
80 104.37 92.35 12.02 12.5% 1.41 1.5% 33% False False 28,032
100 104.37 92.35 12.02 12.5% 1.38 1.4% 33% False False 24,721
120 104.37 89.48 14.89 15.5% 1.34 1.4% 46% False False 22,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 109.20
2.618 104.51
1.618 101.64
1.000 99.87
0.618 98.77
HIGH 97.00
0.618 95.90
0.500 95.57
0.382 95.23
LOW 94.13
0.618 92.36
1.000 91.26
1.618 89.49
2.618 86.62
4.250 81.93
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 96.06 95.82
PP 95.81 95.33
S1 95.57 94.84

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

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