NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 100.21 99.43 -0.78 -0.8% 99.15
High 100.55 99.51 -1.04 -1.0% 100.79
Low 99.26 98.29 -0.97 -1.0% 98.55
Close 99.43 98.55 -0.88 -0.9% 100.39
Range 1.29 1.22 -0.07 -5.4% 2.24
ATR 1.19 1.19 0.00 0.2% 0.00
Volume 37,248 48,079 10,831 29.1% 126,807
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.44 101.72 99.22
R3 101.22 100.50 98.89
R2 100.00 100.00 98.77
R1 99.28 99.28 98.66 99.03
PP 98.78 98.78 98.78 98.66
S1 98.06 98.06 98.44 97.81
S2 97.56 97.56 98.33
S3 96.34 96.84 98.21
S4 95.12 95.62 97.88
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 98.29 2.50 2.5% 1.06 1.1% 10% False True 31,977
10 100.79 97.15 3.64 3.7% 1.02 1.0% 38% False False 40,537
20 100.79 94.13 6.66 6.8% 1.16 1.2% 66% False False 52,180
40 100.79 92.35 8.44 8.6% 1.27 1.3% 73% False False 45,447
60 101.81 92.35 9.46 9.6% 1.34 1.4% 66% False False 43,244
80 102.79 92.35 10.44 10.6% 1.36 1.4% 59% False False 37,484
100 104.37 92.35 12.02 12.2% 1.35 1.4% 52% False False 32,624
120 104.37 92.35 12.02 12.2% 1.33 1.3% 52% False False 29,156
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.70
2.618 102.70
1.618 101.48
1.000 100.73
0.618 100.26
HIGH 99.51
0.618 99.04
0.500 98.90
0.382 98.76
LOW 98.29
0.618 97.54
1.000 97.07
1.618 96.32
2.618 95.10
4.250 93.11
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 98.90 99.54
PP 98.78 99.21
S1 98.67 98.88

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

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