NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 95.41 95.85 0.44 0.5% 96.70
High 96.33 96.25 -0.08 -0.1% 97.32
Low 95.10 95.40 0.30 0.3% 95.11
Close 96.02 95.61 -0.41 -0.4% 95.39
Range 1.23 0.85 -0.38 -30.9% 2.21
ATR 1.18 1.15 -0.02 -2.0% 0.00
Volume 32,698 18,976 -13,722 -42.0% 181,194
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.30 97.81 96.08
R3 97.45 96.96 95.84
R2 96.60 96.60 95.77
R1 96.11 96.11 95.69 95.93
PP 95.75 95.75 95.75 95.67
S1 95.26 95.26 95.53 95.08
S2 94.90 94.90 95.45
S3 94.05 94.41 95.38
S4 93.20 93.56 95.14
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 96.98 95.10 1.88 2.0% 1.03 1.1% 27% False False 33,304
10 97.32 95.10 2.22 2.3% 0.96 1.0% 23% False False 41,946
20 97.32 92.21 5.11 5.3% 1.14 1.2% 67% False False 35,525
40 97.50 92.21 5.29 5.5% 1.17 1.2% 64% False False 36,256
60 99.46 92.21 7.25 7.6% 1.22 1.3% 47% False False 32,607
80 100.65 92.21 8.44 8.8% 1.28 1.3% 40% False False 29,869
100 100.65 92.21 8.44 8.8% 1.24 1.3% 40% False False 27,155
120 100.65 90.53 10.12 10.6% 1.20 1.3% 50% False False 26,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.86
2.618 98.48
1.618 97.63
1.000 97.10
0.618 96.78
HIGH 96.25
0.618 95.93
0.500 95.83
0.382 95.72
LOW 95.40
0.618 94.87
1.000 94.55
1.618 94.02
2.618 93.17
4.250 91.79
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 95.83 95.72
PP 95.75 95.68
S1 95.68 95.65

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

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