NYMEX Light Sweet Crude Oil Future March 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 99.27 99.71 0.44 0.4% 99.15
High 99.76 100.79 1.03 1.0% 100.79
Low 99.15 99.48 0.33 0.3% 98.55
Close 99.62 100.39 0.77 0.8% 100.39
Range 0.61 1.31 0.70 114.8% 2.24
ATR 1.17 1.18 0.01 0.8% 0.00
Volume 23,135 16,723 -6,412 -27.7% 126,807
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.15 103.58 101.11
R3 102.84 102.27 100.75
R2 101.53 101.53 100.63
R1 100.96 100.96 100.51 101.25
PP 100.22 100.22 100.22 100.36
S1 99.65 99.65 100.27 99.94
S2 98.91 98.91 100.15
S3 97.60 98.34 100.03
S4 96.29 97.03 99.67
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.63 105.75 101.62
R3 104.39 103.51 101.01
R2 102.15 102.15 100.80
R1 101.27 101.27 100.60 101.71
PP 99.91 99.91 99.91 100.13
S1 99.03 99.03 100.18 99.47
S2 97.67 97.67 99.98
S3 95.43 96.79 99.77
S4 93.19 94.55 99.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.79 98.46 2.33 2.3% 0.85 0.8% 83% True False 36,914
10 100.79 96.51 4.28 4.3% 1.04 1.0% 91% True False 43,067
20 100.79 92.68 8.11 8.1% 1.19 1.2% 95% True False 50,489
40 100.79 92.35 8.44 8.4% 1.28 1.3% 95% True False 45,853
60 101.81 92.35 9.46 9.4% 1.34 1.3% 85% False False 42,829
80 103.14 92.35 10.79 10.7% 1.35 1.3% 75% False False 36,670
100 104.37 92.35 12.02 12.0% 1.35 1.3% 67% False False 31,980
120 104.37 92.35 12.02 12.0% 1.32 1.3% 67% False False 28,847
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 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.36
2.618 104.22
1.618 102.91
1.000 102.10
0.618 101.60
HIGH 100.79
0.618 100.29
0.500 100.14
0.382 99.98
LOW 99.48
0.618 98.67
1.000 98.17
1.618 97.36
2.618 96.05
4.250 93.91
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 100.31 100.15
PP 100.22 99.91
S1 100.14 99.67

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

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