NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 97.45 98.51 1.06 1.1% 96.18
High 98.34 98.67 0.33 0.3% 97.93
Low 97.44 98.17 0.73 0.7% 95.71
Close 98.31 98.49 0.18 0.2% 97.91
Range 0.90 0.50 -0.40 -44.4% 2.22
ATR 1.03 0.99 -0.04 -3.7% 0.00
Volume 13,359 8,527 -4,832 -36.2% 75,698
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.94 99.72 98.77
R3 99.44 99.22 98.63
R2 98.94 98.94 98.58
R1 98.72 98.72 98.54 98.58
PP 98.44 98.44 98.44 98.38
S1 98.22 98.22 98.44 98.08
S2 97.94 97.94 98.40
S3 97.44 97.72 98.35
S4 96.94 97.22 98.22
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 98.67 96.47 2.20 2.2% 0.80 0.8% 92% True False 16,323
10 98.67 95.71 2.96 3.0% 0.87 0.9% 94% True False 15,553
20 98.67 92.38 6.29 6.4% 1.01 1.0% 97% True False 16,182
40 98.67 92.38 6.29 6.4% 1.05 1.1% 97% True False 13,986
60 100.11 92.38 7.73 7.8% 1.08 1.1% 79% False False 12,019
80 100.38 92.38 8.00 8.1% 1.05 1.1% 76% False False 9,934
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.80
2.618 99.98
1.618 99.48
1.000 99.17
0.618 98.98
HIGH 98.67
0.618 98.48
0.500 98.42
0.382 98.36
LOW 98.17
0.618 97.86
1.000 97.67
1.618 97.36
2.618 96.86
4.250 96.05
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 98.47 98.35
PP 98.44 98.20
S1 98.42 98.06

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

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