NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 95.64 96.39 0.75 0.8% 95.41
High 96.84 96.96 0.12 0.1% 96.96
Low 95.58 96.22 0.64 0.7% 95.10
Close 96.70 96.95 0.25 0.3% 96.95
Range 1.26 0.74 -0.52 -41.3% 1.86
ATR 1.13 1.11 -0.03 -2.5% 0.00
Volume 36,105 45,331 9,226 25.6% 157,325
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.93 98.68 97.36
R3 98.19 97.94 97.15
R2 97.45 97.45 97.09
R1 97.20 97.20 97.02 97.33
PP 96.71 96.71 96.71 96.77
S1 96.46 96.46 96.88 96.59
S2 95.97 95.97 96.81
S3 95.23 95.72 96.75
S4 94.49 94.98 96.54
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.92 101.29 97.97
R3 100.06 99.43 97.46
R2 98.20 98.20 97.29
R1 97.57 97.57 97.12 97.89
PP 96.34 96.34 96.34 96.49
S1 95.71 95.71 96.78 96.03
S2 94.48 94.48 96.61
S3 92.62 93.85 96.44
S4 90.76 91.99 95.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.96 95.10 1.86 1.9% 0.97 1.0% 99% True False 31,465
10 97.32 95.10 2.22 2.3% 0.98 1.0% 83% False False 33,851
20 97.32 92.21 5.11 5.3% 1.11 1.1% 93% False False 36,870
40 97.32 92.21 5.11 5.3% 1.12 1.2% 93% False False 35,651
60 99.46 92.21 7.25 7.5% 1.21 1.3% 65% False False 33,250
80 99.49 92.21 7.28 7.5% 1.26 1.3% 65% False False 30,393
100 100.65 92.21 8.44 8.7% 1.24 1.3% 56% False False 27,840
120 100.65 92.21 8.44 8.7% 1.20 1.2% 56% False False 27,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.11
2.618 98.90
1.618 98.16
1.000 97.70
0.618 97.42
HIGH 96.96
0.618 96.68
0.500 96.59
0.382 96.50
LOW 96.22
0.618 95.76
1.000 95.48
1.618 95.02
2.618 94.28
4.250 93.08
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 96.83 96.69
PP 96.71 96.42
S1 96.59 96.16

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

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