NYMEX Light Sweet Crude Oil Future April 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 98.30 97.45 -0.85 -0.9% 93.24
High 98.30 97.99 -0.31 -0.3% 98.00
Low 97.00 97.16 0.16 0.2% 92.86
Close 97.39 97.42 0.03 0.0% 97.66
Range 1.30 0.83 -0.47 -36.2% 5.14
ATR 1.31 1.28 -0.03 -2.6% 0.00
Volume 33,797 39,878 6,081 18.0% 124,310
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.01 99.55 97.88
R3 99.18 98.72 97.65
R2 98.35 98.35 97.57
R1 97.89 97.89 97.50 97.71
PP 97.52 97.52 97.52 97.43
S1 97.06 97.06 97.34 96.88
S2 96.69 96.69 97.27
S3 95.86 96.23 97.19
S4 95.03 95.40 96.96
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 111.59 109.77 100.49
R3 106.45 104.63 99.07
R2 101.31 101.31 98.60
R1 99.49 99.49 98.13 100.40
PP 96.17 96.17 96.17 96.63
S1 94.35 94.35 97.19 95.26
S2 91.03 91.03 96.72
S3 85.89 89.21 96.25
S4 80.75 84.07 94.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.46 97.00 1.46 1.5% 1.02 1.0% 29% False False 28,329
10 98.46 92.79 5.67 5.8% 1.27 1.3% 82% False False 25,416
20 98.46 92.42 6.04 6.2% 1.26 1.3% 83% False False 22,506
40 100.40 92.42 7.98 8.2% 1.26 1.3% 63% False False 19,289
60 101.00 92.42 8.58 8.8% 1.26 1.3% 58% False False 15,509
80 103.06 92.42 10.64 10.9% 1.24 1.3% 47% False False 12,840
100 103.06 92.42 10.64 10.9% 1.16 1.2% 47% False False 10,967
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.52
2.618 100.16
1.618 99.33
1.000 98.82
0.618 98.50
HIGH 97.99
0.618 97.67
0.500 97.58
0.382 97.48
LOW 97.16
0.618 96.65
1.000 96.33
1.618 95.82
2.618 94.99
4.250 93.63
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 97.58 97.73
PP 97.52 97.63
S1 97.47 97.52

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

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