NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 96.56 96.46 -0.10 -0.1% 97.35
High 96.95 96.87 -0.08 -0.1% 97.95
Low 96.15 96.23 0.08 0.1% 95.77
Close 96.34 96.72 0.38 0.4% 96.05
Range 0.80 0.64 -0.16 -20.0% 2.18
ATR 1.12 1.08 -0.03 -3.1% 0.00
Volume 9,480 10,366 886 9.3% 97,763
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.53 98.26 97.07
R3 97.89 97.62 96.90
R2 97.25 97.25 96.84
R1 96.98 96.98 96.78 97.12
PP 96.61 96.61 96.61 96.67
S1 96.34 96.34 96.66 96.48
S2 95.97 95.97 96.60
S3 95.33 95.70 96.54
S4 94.69 95.06 96.37
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 97.49 95.71 1.78 1.8% 0.94 1.0% 57% False False 14,784
10 97.95 95.71 2.24 2.3% 0.90 0.9% 45% False False 17,716
20 97.95 92.38 5.57 5.8% 1.12 1.2% 78% False False 14,567
40 97.95 92.38 5.57 5.8% 1.08 1.1% 78% False False 13,162
60 100.11 92.38 7.73 8.0% 1.10 1.1% 56% False False 10,934
80 101.55 92.38 9.17 9.5% 1.05 1.1% 47% False False 9,147
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.59
2.618 98.55
1.618 97.91
1.000 97.51
0.618 97.27
HIGH 96.87
0.618 96.63
0.500 96.55
0.382 96.47
LOW 96.23
0.618 95.83
1.000 95.59
1.618 95.19
2.618 94.55
4.250 93.51
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 96.66 96.60
PP 96.61 96.47
S1 96.55 96.35

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

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