NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 96.97 96.59 -0.38 -0.4% 95.41
High 97.04 97.46 0.42 0.4% 96.96
Low 96.58 96.54 -0.04 0.0% 95.10
Close 96.82 97.42 0.60 0.6% 96.95
Range 0.46 0.92 0.46 100.0% 1.86
ATR 1.06 1.05 -0.01 -0.9% 0.00
Volume 30,273 21,085 -9,188 -30.4% 157,325
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.90 99.58 97.93
R3 98.98 98.66 97.67
R2 98.06 98.06 97.59
R1 97.74 97.74 97.50 97.90
PP 97.14 97.14 97.14 97.22
S1 96.82 96.82 97.34 96.98
S2 96.22 96.22 97.25
S3 95.30 95.90 97.17
S4 94.38 94.98 96.91
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 97.46 95.36 2.10 2.2% 0.83 0.8% 98% True False 31,401
10 97.46 95.10 2.36 2.4% 0.93 1.0% 98% True False 32,353
20 97.46 92.21 5.25 5.4% 1.04 1.1% 99% True False 35,611
40 97.46 92.21 5.25 5.4% 1.11 1.1% 99% True False 35,367
60 99.46 92.21 7.25 7.4% 1.19 1.2% 72% False False 33,504
80 99.49 92.21 7.28 7.5% 1.23 1.3% 72% False False 30,345
100 100.65 92.21 8.44 8.7% 1.23 1.3% 62% False False 27,951
120 100.65 92.21 8.44 8.7% 1.19 1.2% 62% False False 27,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.37
2.618 99.87
1.618 98.95
1.000 98.38
0.618 98.03
HIGH 97.46
0.618 97.11
0.500 97.00
0.382 96.89
LOW 96.54
0.618 95.97
1.000 95.62
1.618 95.05
2.618 94.13
4.250 92.63
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 97.28 97.23
PP 97.14 97.03
S1 97.00 96.84

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

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