NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 97.25 98.09 0.84 0.9% 96.55
High 98.64 98.76 0.12 0.1% 98.76
Low 97.07 97.95 0.88 0.9% 96.18
Close 98.40 98.73 0.33 0.3% 98.73
Range 1.57 0.81 -0.76 -48.4% 2.58
ATR 1.24 1.21 -0.03 -2.5% 0.00
Volume 26,649 27,277 628 2.4% 108,481
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.91 100.63 99.18
R3 100.10 99.82 98.95
R2 99.29 99.29 98.88
R1 99.01 99.01 98.80 99.15
PP 98.48 98.48 98.48 98.55
S1 98.20 98.20 98.66 98.34
S2 97.67 97.67 98.58
S3 96.86 97.39 98.51
S4 96.05 96.58 98.28
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.76 100.15
R3 103.05 102.18 99.44
R2 100.47 100.47 99.20
R1 99.60 99.60 98.97 100.04
PP 97.89 97.89 97.89 98.11
S1 97.02 97.02 98.49 97.46
S2 95.31 95.31 98.26
S3 92.73 94.44 98.02
S4 90.15 91.86 97.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.76 96.18 2.58 2.6% 1.06 1.1% 99% True False 21,696
10 98.76 96.18 2.58 2.6% 1.08 1.1% 99% True False 25,634
20 98.76 92.42 6.34 6.4% 1.23 1.2% 100% True False 22,985
40 98.76 92.42 6.34 6.4% 1.20 1.2% 100% True False 20,169
60 101.00 92.42 8.58 8.7% 1.25 1.3% 74% False False 17,207
80 101.62 92.42 9.20 9.3% 1.23 1.3% 69% False False 14,250
100 103.06 92.42 10.64 10.8% 1.19 1.2% 59% False False 12,165
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.20
2.618 100.88
1.618 100.07
1.000 99.57
0.618 99.26
HIGH 98.76
0.618 98.45
0.500 98.36
0.382 98.26
LOW 97.95
0.618 97.45
1.000 97.14
1.618 96.64
2.618 95.83
4.250 94.51
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 98.61 98.40
PP 98.48 98.07
S1 98.36 97.74

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

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