NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 98.14 97.94 -0.20 -0.2% 96.97
High 98.50 97.94 -0.56 -0.6% 98.60
Low 97.55 96.91 -0.64 -0.7% 96.54
Close 97.83 97.28 -0.55 -0.6% 98.19
Range 0.95 1.03 0.08 8.4% 2.06
ATR 1.01 1.01 0.00 0.2% 0.00
Volume 24,232 24,885 653 2.7% 75,267
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.47 99.90 97.85
R3 99.44 98.87 97.56
R2 98.41 98.41 97.47
R1 97.84 97.84 97.37 97.61
PP 97.38 97.38 97.38 97.26
S1 96.81 96.81 97.19 96.58
S2 96.35 96.35 97.09
S3 95.32 95.78 97.00
S4 94.29 94.75 96.71
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.96 103.13 99.32
R3 101.90 101.07 98.76
R2 99.84 99.84 98.57
R1 99.01 99.01 98.38 99.43
PP 97.78 97.78 97.78 97.98
S1 96.95 96.95 98.00 97.37
S2 95.72 95.72 97.81
S3 93.66 94.89 97.62
S4 91.60 92.83 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 96.54 2.06 2.1% 0.88 0.9% 36% False False 18,822
10 98.60 95.36 3.24 3.3% 0.85 0.9% 59% False False 24,901
20 98.60 93.61 4.99 5.1% 0.96 1.0% 74% False False 34,179
40 98.60 92.21 6.39 6.6% 1.09 1.1% 79% False False 33,431
60 99.46 92.21 7.25 7.5% 1.17 1.2% 70% False False 33,293
80 99.46 92.21 7.25 7.5% 1.21 1.2% 70% False False 30,264
100 100.65 92.21 8.44 8.7% 1.21 1.2% 60% False False 28,186
120 100.65 92.21 8.44 8.7% 1.19 1.2% 60% False False 26,759
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 0.16
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.32
2.618 100.64
1.618 99.61
1.000 98.97
0.618 98.58
HIGH 97.94
0.618 97.55
0.500 97.43
0.382 97.30
LOW 96.91
0.618 96.27
1.000 95.88
1.618 95.24
2.618 94.21
4.250 92.53
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 97.43 97.76
PP 97.38 97.60
S1 97.33 97.44

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

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