NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 98.51 99.02 0.51 0.5% 97.86
High 99.53 99.40 -0.13 -0.1% 99.53
Low 98.51 98.43 -0.08 -0.1% 97.44
Close 99.18 98.66 -0.52 -0.5% 99.18
Range 1.02 0.97 -0.05 -4.9% 2.09
ATR 0.99 0.99 0.00 -0.2% 0.00
Volume 5,406 16,152 10,746 198.8% 44,564
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.74 101.17 99.19
R3 100.77 100.20 98.93
R2 99.80 99.80 98.84
R1 99.23 99.23 98.75 99.03
PP 98.83 98.83 98.83 98.73
S1 98.26 98.26 98.57 98.06
S2 97.86 97.86 98.48
S3 96.89 97.29 98.39
S4 95.92 96.32 98.13
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 97.44 2.09 2.1% 0.77 0.8% 58% False False 12,143
10 99.53 95.71 3.82 3.9% 0.87 0.9% 77% False False 13,641
20 99.53 93.17 6.36 6.4% 0.96 1.0% 86% False False 16,453
40 99.53 92.38 7.15 7.2% 1.07 1.1% 88% False False 14,010
60 100.11 92.38 7.73 7.8% 1.06 1.1% 81% False False 12,225
80 100.38 92.38 8.00 8.1% 1.06 1.1% 79% False False 10,117
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.52
2.618 101.94
1.618 100.97
1.000 100.37
0.618 100.00
HIGH 99.40
0.618 99.03
0.500 98.92
0.382 98.80
LOW 98.43
0.618 97.83
1.000 97.46
1.618 96.86
2.618 95.89
4.250 94.31
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 98.92 98.85
PP 98.83 98.79
S1 98.75 98.72

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

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