NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 98.51 98.51 0.00 0.0% 97.86
High 98.67 99.53 0.86 0.9% 99.53
Low 98.17 98.51 0.34 0.3% 97.44
Close 98.49 99.18 0.69 0.7% 99.18
Range 0.50 1.02 0.52 104.0% 2.09
ATR 0.99 0.99 0.00 0.4% 0.00
Volume 8,527 5,406 -3,121 -36.6% 44,564
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.13 101.68 99.74
R3 101.11 100.66 99.46
R2 100.09 100.09 99.37
R1 99.64 99.64 99.27 99.87
PP 99.07 99.07 99.07 99.19
S1 98.62 98.62 99.09 98.85
S2 98.05 98.05 98.99
S3 97.03 97.60 98.90
S4 96.01 96.58 98.62
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.99 104.17 100.33
R3 102.90 102.08 99.75
R2 100.81 100.81 99.56
R1 99.99 99.99 99.37 100.40
PP 98.72 98.72 98.72 98.92
S1 97.90 97.90 98.99 98.31
S2 96.63 96.63 98.80
S3 94.54 95.81 98.61
S4 92.45 93.72 98.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.53 97.15 2.38 2.4% 0.74 0.7% 85% True False 13,661
10 99.53 95.71 3.82 3.9% 0.89 0.9% 91% True False 13,928
20 99.53 92.76 6.77 6.8% 0.98 1.0% 95% True False 16,083
40 99.53 92.38 7.15 7.2% 1.06 1.1% 95% True False 14,003
60 100.11 92.38 7.73 7.8% 1.06 1.1% 88% False False 12,048
80 100.38 92.38 8.00 8.1% 1.05 1.1% 85% False False 9,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.87
2.618 102.20
1.618 101.18
1.000 100.55
0.618 100.16
HIGH 99.53
0.618 99.14
0.500 99.02
0.382 98.90
LOW 98.51
0.618 97.88
1.000 97.49
1.618 96.86
2.618 95.84
4.250 94.18
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 99.13 98.95
PP 99.07 98.72
S1 99.02 98.49

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

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