NYMEX Light Sweet Crude Oil Future April 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 99.82 99.24 -0.58 -0.6% 98.59
High 100.15 99.29 -0.86 -0.9% 100.33
Low 99.07 98.16 -0.91 -0.9% 98.14
Close 99.24 98.44 -0.80 -0.8% 99.97
Range 1.08 1.13 0.05 4.6% 2.19
ATR 1.10 1.10 0.00 0.2% 0.00
Volume 22,777 27,284 4,507 19.8% 70,775
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.02 101.36 99.06
R3 100.89 100.23 98.75
R2 99.76 99.76 98.65
R1 99.10 99.10 98.54 98.87
PP 98.63 98.63 98.63 98.51
S1 97.97 97.97 98.34 97.74
S2 97.50 97.50 98.23
S3 96.37 96.84 98.13
S4 95.24 95.71 97.82
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.05 105.20 101.17
R3 103.86 103.01 100.57
R2 101.67 101.67 100.37
R1 100.82 100.82 100.17 101.25
PP 99.48 99.48 99.48 99.69
S1 98.63 98.63 99.77 99.06
S2 97.29 97.29 99.57
S3 95.10 96.44 99.37
S4 92.91 94.25 98.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.33 98.14 2.19 2.2% 0.96 1.0% 14% False False 18,806
10 100.33 96.72 3.61 3.7% 0.94 0.9% 48% False False 21,099
20 100.33 94.14 6.19 6.3% 1.06 1.1% 69% False False 24,763
40 100.33 92.42 7.91 8.0% 1.18 1.2% 76% False False 21,108
60 101.00 92.42 8.58 8.7% 1.23 1.2% 70% False False 18,518
80 101.36 92.42 8.94 9.1% 1.22 1.2% 67% False False 15,414
100 103.06 92.42 10.64 10.8% 1.18 1.2% 57% False False 13,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.09
2.618 102.25
1.618 101.12
1.000 100.42
0.618 99.99
HIGH 99.29
0.618 98.86
0.500 98.73
0.382 98.59
LOW 98.16
0.618 97.46
1.000 97.03
1.618 96.33
2.618 95.20
4.250 93.36
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 98.73 99.25
PP 98.63 98.98
S1 98.54 98.71

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

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