NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 98.71 97.83 -0.88 -0.9% 93.24
High 98.75 98.37 -0.38 -0.4% 98.35
Low 97.38 97.55 0.17 0.2% 93.08
Close 97.72 97.77 0.05 0.1% 97.94
Range 1.37 0.82 -0.55 -40.1% 5.27
ATR 1.41 1.37 -0.04 -3.0% 0.00
Volume 68,240 88,088 19,848 29.1% 287,907
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.36 99.88 98.22
R3 99.54 99.06 98.00
R2 98.72 98.72 97.92
R1 98.24 98.24 97.85 98.07
PP 97.90 97.90 97.90 97.81
S1 97.42 97.42 97.69 97.25
S2 97.08 97.08 97.62
S3 96.26 96.60 97.54
S4 95.44 95.78 97.32
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 112.27 110.37 100.84
R3 107.00 105.10 99.39
R2 101.73 101.73 98.91
R1 99.83 99.83 98.42 100.78
PP 96.46 96.46 96.46 96.93
S1 94.56 94.56 97.46 95.51
S2 91.19 91.19 96.97
S3 85.92 89.29 96.49
S4 80.65 84.02 95.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.82 97.29 1.53 1.6% 1.07 1.1% 31% False False 61,892
10 98.82 92.68 6.14 6.3% 1.34 1.4% 83% False False 57,911
20 98.82 92.35 6.47 6.6% 1.35 1.4% 84% False False 50,052
40 101.21 92.35 8.86 9.1% 1.37 1.4% 61% False False 45,107
60 102.29 92.35 9.94 10.2% 1.39 1.4% 55% False False 39,035
80 104.37 92.35 12.02 12.3% 1.41 1.4% 45% False False 33,218
100 104.37 92.35 12.02 12.3% 1.38 1.4% 45% False False 28,709
120 104.37 90.14 14.23 14.6% 1.32 1.3% 54% False False 26,477
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 101.86
2.618 100.52
1.618 99.70
1.000 99.19
0.618 98.88
HIGH 98.37
0.618 98.06
0.500 97.96
0.382 97.86
LOW 97.55
0.618 97.04
1.000 96.73
1.618 96.22
2.618 95.40
4.250 94.07
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 97.96 98.10
PP 97.90 97.99
S1 97.83 97.88

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

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