NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 96.59 97.47 0.88 0.9% 95.41
High 97.46 97.79 0.33 0.3% 96.96
Low 96.54 97.30 0.76 0.8% 95.10
Close 97.42 97.59 0.17 0.2% 96.95
Range 0.92 0.49 -0.43 -46.7% 1.86
ATR 1.05 1.01 -0.04 -3.8% 0.00
Volume 21,085 12,619 -8,466 -40.2% 157,325
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.03 98.80 97.86
R3 98.54 98.31 97.72
R2 98.05 98.05 97.68
R1 97.82 97.82 97.63 97.94
PP 97.56 97.56 97.56 97.62
S1 97.33 97.33 97.55 97.45
S2 97.07 97.07 97.50
S3 96.58 96.84 97.46
S4 96.09 96.35 97.32
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 97.79 95.58 2.21 2.3% 0.77 0.8% 91% True False 29,082
10 97.79 95.10 2.69 2.8% 0.88 0.9% 93% True False 28,846
20 97.79 92.21 5.58 5.7% 1.02 1.0% 96% True False 34,449
40 97.79 92.21 5.58 5.7% 1.10 1.1% 96% True False 34,924
60 99.46 92.21 7.25 7.4% 1.18 1.2% 74% False False 33,461
80 99.49 92.21 7.28 7.5% 1.21 1.2% 74% False False 30,186
100 100.65 92.21 8.44 8.6% 1.22 1.2% 64% False False 27,955
120 100.65 92.21 8.44 8.6% 1.19 1.2% 64% False False 27,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.87
2.618 99.07
1.618 98.58
1.000 98.28
0.618 98.09
HIGH 97.79
0.618 97.60
0.500 97.55
0.382 97.49
LOW 97.30
0.618 97.00
1.000 96.81
1.618 96.51
2.618 96.02
4.250 95.22
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 97.58 97.45
PP 97.56 97.31
S1 97.55 97.17

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

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