NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 99.71 100.21 0.50 0.5% 99.15
High 100.79 100.55 -0.24 -0.2% 100.79
Low 99.48 99.26 -0.22 -0.2% 98.55
Close 100.39 99.43 -0.96 -1.0% 100.39
Range 1.31 1.29 -0.02 -1.5% 2.24
ATR 1.18 1.19 0.01 0.6% 0.00
Volume 16,723 37,248 20,525 122.7% 126,807
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.62 102.81 100.14
R3 102.33 101.52 99.78
R2 101.04 101.04 99.67
R1 100.23 100.23 99.55 99.99
PP 99.75 99.75 99.75 99.63
S1 98.94 98.94 99.31 98.70
S2 98.46 98.46 99.19
S3 97.17 97.65 99.08
S4 95.88 96.36 98.72
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 98.55 2.24 2.3% 0.94 0.9% 39% False False 32,811
10 100.79 96.51 4.28 4.3% 1.04 1.0% 68% False False 41,042
20 100.79 93.08 7.71 7.8% 1.17 1.2% 82% False False 50,673
40 100.79 92.35 8.44 8.5% 1.29 1.3% 84% False False 45,458
60 101.81 92.35 9.46 9.5% 1.34 1.3% 75% False False 42,869
80 103.14 92.35 10.79 10.9% 1.36 1.4% 66% False False 36,997
100 104.37 92.35 12.02 12.1% 1.35 1.4% 59% False False 32,268
120 104.37 92.35 12.02 12.1% 1.33 1.3% 59% False False 29,022
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.03
2.618 103.93
1.618 102.64
1.000 101.84
0.618 101.35
HIGH 100.55
0.618 100.06
0.500 99.91
0.382 99.75
LOW 99.26
0.618 98.46
1.000 97.97
1.618 97.17
2.618 95.88
4.250 93.78
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 99.91 99.97
PP 99.75 99.79
S1 99.59 99.61

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

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