NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 97.44 97.86 0.42 0.4% 96.18
High 97.93 97.95 0.02 0.0% 97.93
Low 97.15 97.47 0.32 0.3% 95.71
Close 97.91 97.71 -0.20 -0.2% 97.91
Range 0.78 0.48 -0.30 -38.5% 2.22
ATR 1.08 1.04 -0.04 -4.0% 0.00
Volume 23,744 17,272 -6,472 -27.3% 75,698
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.15 98.91 97.97
R3 98.67 98.43 97.84
R2 98.19 98.19 97.80
R1 97.95 97.95 97.75 97.83
PP 97.71 97.71 97.71 97.65
S1 97.47 97.47 97.67 97.35
S2 97.23 97.23 97.62
S3 96.75 96.99 97.58
S4 96.27 96.51 97.45
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.84 103.10 99.13
R3 101.62 100.88 98.52
R2 99.40 99.40 98.32
R1 98.66 98.66 98.11 99.03
PP 97.18 97.18 97.18 97.37
S1 96.44 96.44 97.71 96.81
S2 94.96 94.96 97.50
S3 92.74 94.22 97.30
S4 90.52 92.00 96.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.95 96.15 1.80 1.8% 0.81 0.8% 87% True False 15,915
10 97.95 95.71 2.24 2.3% 0.96 1.0% 89% True False 17,456
20 97.95 92.38 5.57 5.7% 1.06 1.1% 96% True False 16,176
40 97.95 92.38 5.57 5.7% 1.06 1.1% 96% True False 13,731
60 100.11 92.38 7.73 7.9% 1.09 1.1% 69% False False 11,762
80 100.38 92.38 8.00 8.2% 1.05 1.1% 67% False False 9,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.17
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 99.99
2.618 99.21
1.618 98.73
1.000 98.43
0.618 98.25
HIGH 97.95
0.618 97.77
0.500 97.71
0.382 97.65
LOW 97.47
0.618 97.17
1.000 96.99
1.618 96.69
2.618 96.21
4.250 95.43
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 97.71 97.54
PP 97.71 97.38
S1 97.71 97.21

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

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