NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 96.84 96.36 -0.48 -0.5% 93.23
High 96.98 96.89 -0.09 -0.1% 97.06
Low 95.97 95.99 0.02 0.0% 92.95
Close 96.36 96.32 -0.04 0.0% 96.65
Range 1.01 0.90 -0.11 -10.9% 4.11
ATR 1.19 1.17 -0.02 -1.7% 0.00
Volume 47,690 40,665 -7,025 -14.7% 233,377
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.10 98.61 96.82
R3 98.20 97.71 96.57
R2 97.30 97.30 96.49
R1 96.81 96.81 96.40 96.61
PP 96.40 96.40 96.40 96.30
S1 95.91 95.91 96.24 95.71
S2 95.50 95.50 96.16
S3 94.60 95.01 96.07
S4 93.70 94.11 95.83
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 107.88 106.38 98.91
R3 103.77 102.27 97.78
R2 99.66 99.66 97.40
R1 98.16 98.16 97.03 98.91
PP 95.55 95.55 95.55 95.93
S1 94.05 94.05 96.27 94.80
S2 91.44 91.44 95.90
S3 87.33 89.94 95.52
S4 83.22 85.83 94.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.32 95.97 1.35 1.4% 0.92 1.0% 26% False False 39,253
10 97.32 92.65 4.67 4.8% 1.09 1.1% 79% False False 41,776
20 97.32 92.21 5.11 5.3% 1.16 1.2% 80% False False 38,062
40 98.82 92.21 6.61 6.9% 1.20 1.2% 62% False False 37,261
60 99.46 92.21 7.25 7.5% 1.24 1.3% 57% False False 32,605
80 100.65 92.21 8.44 8.8% 1.28 1.3% 49% False False 29,756
100 100.65 92.21 8.44 8.8% 1.24 1.3% 49% False False 26,964
120 100.65 88.85 11.80 12.3% 1.21 1.3% 63% False False 26,745
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.72
2.618 99.25
1.618 98.35
1.000 97.79
0.618 97.45
HIGH 96.89
0.618 96.55
0.500 96.44
0.382 96.33
LOW 95.99
0.618 95.43
1.000 95.09
1.618 94.53
2.618 93.63
4.250 92.17
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 96.44 96.65
PP 96.40 96.54
S1 96.36 96.43

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

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