NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 96.36 96.26 -0.10 -0.1% 96.70
High 96.89 96.28 -0.61 -0.6% 97.32
Low 95.99 95.11 -0.88 -0.9% 95.11
Close 96.32 95.39 -0.93 -1.0% 95.39
Range 0.90 1.17 0.27 30.0% 2.21
ATR 1.17 1.17 0.00 0.3% 0.00
Volume 40,665 26,493 -14,172 -34.9% 181,194
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.10 98.42 96.03
R3 97.93 97.25 95.71
R2 96.76 96.76 95.60
R1 96.08 96.08 95.50 95.84
PP 95.59 95.59 95.59 95.47
S1 94.91 94.91 95.28 94.67
S2 94.42 94.42 95.18
S3 93.25 93.74 95.07
S4 92.08 92.57 94.75
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.57 101.19 96.61
R3 100.36 98.98 96.00
R2 98.15 98.15 95.80
R1 96.77 96.77 95.59 96.36
PP 95.94 95.94 95.94 95.73
S1 94.56 94.56 95.19 94.15
S2 93.73 93.73 94.98
S3 91.52 92.35 94.78
S4 89.31 90.14 94.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.32 95.11 2.21 2.3% 0.99 1.0% 13% False True 36,238
10 97.32 92.95 4.37 4.6% 1.06 1.1% 56% False False 41,457
20 97.32 92.21 5.11 5.4% 1.14 1.2% 62% False False 37,201
40 98.32 92.21 6.11 6.4% 1.18 1.2% 52% False False 36,851
60 99.46 92.21 7.25 7.6% 1.23 1.3% 44% False False 32,472
80 100.65 92.21 8.44 8.8% 1.28 1.3% 38% False False 29,728
100 100.65 92.21 8.44 8.8% 1.24 1.3% 38% False False 26,988
120 100.65 88.85 11.80 12.4% 1.21 1.3% 55% False False 26,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.25
2.618 99.34
1.618 98.17
1.000 97.45
0.618 97.00
HIGH 96.28
0.618 95.83
0.500 95.70
0.382 95.56
LOW 95.11
0.618 94.39
1.000 93.94
1.618 93.22
2.618 92.05
4.250 90.14
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 95.70 96.05
PP 95.59 95.83
S1 95.49 95.61

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

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