NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 96.88 96.92 0.04 0.0% 97.35
High 97.49 96.94 -0.55 -0.6% 97.95
Low 96.69 95.77 -0.92 -1.0% 95.77
Close 96.96 96.05 -0.91 -0.9% 96.05
Range 0.80 1.17 0.37 46.3% 2.18
ATR 1.13 1.13 0.00 0.4% 0.00
Volume 21,660 19,020 -2,640 -12.2% 97,763
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.76 99.08 96.69
R3 98.59 97.91 96.37
R2 97.42 97.42 96.26
R1 96.74 96.74 96.16 96.50
PP 96.25 96.25 96.25 96.13
S1 95.57 95.57 95.94 95.33
S2 95.08 95.08 95.84
S3 93.91 94.40 95.73
S4 92.74 93.23 95.41
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.13 101.77 97.25
R3 100.95 99.59 96.65
R2 98.77 98.77 96.45
R1 97.41 97.41 96.25 97.00
PP 96.59 96.59 96.59 96.39
S1 95.23 95.23 95.85 94.82
S2 94.41 94.41 95.65
S3 92.23 93.05 95.45
S4 90.05 90.87 94.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.95 95.77 2.18 2.3% 0.96 1.0% 13% False True 19,552
10 97.95 93.17 4.78 5.0% 1.04 1.1% 60% False False 19,266
20 97.95 92.38 5.57 5.8% 1.11 1.2% 66% False False 15,161
40 99.00 92.38 6.62 6.9% 1.09 1.1% 55% False False 13,033
60 100.11 92.38 7.73 8.0% 1.09 1.1% 47% False False 10,562
80 101.55 92.38 9.17 9.5% 1.03 1.1% 40% False False 8,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.91
2.618 100.00
1.618 98.83
1.000 98.11
0.618 97.66
HIGH 96.94
0.618 96.49
0.500 96.36
0.382 96.22
LOW 95.77
0.618 95.05
1.000 94.60
1.618 93.88
2.618 92.71
4.250 90.80
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 96.36 96.73
PP 96.25 96.50
S1 96.15 96.28

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

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