NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 95.56 95.64 0.08 0.1% 96.70
High 96.11 96.84 0.73 0.8% 97.32
Low 95.36 95.58 0.22 0.2% 95.11
Close 95.89 96.70 0.81 0.8% 95.39
Range 0.75 1.26 0.51 68.0% 2.21
ATR 1.12 1.13 0.01 0.9% 0.00
Volume 24,215 36,105 11,890 49.1% 181,194
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.15 99.69 97.39
R3 98.89 98.43 97.05
R2 97.63 97.63 96.93
R1 97.17 97.17 96.82 97.40
PP 96.37 96.37 96.37 96.49
S1 95.91 95.91 96.58 96.14
S2 95.11 95.11 96.47
S3 93.85 94.65 96.35
S4 92.59 93.39 96.01
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 96.84 95.10 1.74 1.8% 1.05 1.1% 92% True False 27,697
10 97.32 95.10 2.22 2.3% 0.99 1.0% 72% False False 33,475
20 97.32 92.21 5.11 5.3% 1.15 1.2% 88% False False 35,900
40 97.32 92.21 5.11 5.3% 1.14 1.2% 88% False False 35,815
60 99.46 92.21 7.25 7.5% 1.22 1.3% 62% False False 32,853
80 100.65 92.21 8.44 8.7% 1.27 1.3% 53% False False 30,239
100 100.65 92.21 8.44 8.7% 1.25 1.3% 53% False False 27,546
120 100.65 91.37 9.28 9.6% 1.20 1.2% 57% False False 27,075
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 12 trading days
Fibonacci Retracements and Extensions
4.250 102.20
2.618 100.14
1.618 98.88
1.000 98.10
0.618 97.62
HIGH 96.84
0.618 96.36
0.500 96.21
0.382 96.06
LOW 95.58
0.618 94.80
1.000 94.32
1.618 93.54
2.618 92.28
4.250 90.23
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 96.54 96.50
PP 96.37 96.30
S1 96.21 96.10

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

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