NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 97.01 97.35 0.34 0.4% 93.73
High 97.56 97.39 -0.17 -0.2% 97.56
Low 96.78 96.80 0.02 0.0% 93.17
Close 97.24 96.89 -0.35 -0.4% 97.24
Range 0.78 0.59 -0.19 -24.4% 4.39
ATR 1.20 1.16 -0.04 -3.6% 0.00
Volume 16,796 16,172 -624 -3.7% 94,899
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.80 98.43 97.21
R3 98.21 97.84 97.05
R2 97.62 97.62 97.00
R1 97.25 97.25 96.94 97.14
PP 97.03 97.03 97.03 96.97
S1 96.66 96.66 96.84 96.55
S2 96.44 96.44 96.78
S3 95.85 96.07 96.73
S4 95.26 95.48 96.57
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 109.16 107.59 99.65
R3 104.77 103.20 98.45
R2 100.38 100.38 98.04
R1 98.81 98.81 97.64 99.60
PP 95.99 95.99 95.99 96.38
S1 94.42 94.42 96.84 95.21
S2 91.60 91.60 96.44
S3 87.21 90.03 96.03
S4 82.82 85.64 94.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.56 94.00 3.56 3.7% 0.98 1.0% 81% False False 21,462
10 97.56 92.38 5.18 5.3% 1.17 1.2% 87% False False 14,896
20 97.56 92.38 5.18 5.3% 1.17 1.2% 87% False False 13,525
40 100.11 92.38 7.73 8.0% 1.11 1.1% 58% False False 12,082
60 100.11 92.38 7.73 8.0% 1.12 1.2% 58% False False 9,483
80 101.55 92.38 9.17 9.5% 1.01 1.0% 49% False False 7,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 99.90
2.618 98.93
1.618 98.34
1.000 97.98
0.618 97.75
HIGH 97.39
0.618 97.16
0.500 97.10
0.382 97.03
LOW 96.80
0.618 96.44
1.000 96.21
1.618 95.85
2.618 95.26
4.250 94.29
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 97.10 97.11
PP 97.03 97.03
S1 96.96 96.96

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

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