NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 95.79 96.12 0.33 0.3% 93.15
High 96.00 96.12 0.12 0.1% 96.00
Low 95.78 95.43 -0.35 -0.4% 93.15
Close 95.97 95.65 -0.32 -0.3% 95.97
Range 0.22 0.69 0.47 213.6% 2.85
ATR 0.97 0.95 -0.02 -2.1% 0.00
Volume 8,616 6,753 -1,863 -21.6% 38,533
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.80 97.42 96.03
R3 97.11 96.73 95.84
R2 96.42 96.42 95.78
R1 96.04 96.04 95.71 95.89
PP 95.73 95.73 95.73 95.66
S1 95.35 95.35 95.59 95.20
S2 95.04 95.04 95.52
S3 94.35 94.66 95.46
S4 93.66 93.97 95.27
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.59 102.63 97.54
R3 100.74 99.78 96.75
R2 97.89 97.89 96.49
R1 96.93 96.93 96.23 97.41
PP 95.04 95.04 95.04 95.28
S1 94.08 94.08 95.71 94.56
S2 92.19 92.19 95.45
S3 89.34 91.23 95.19
S4 86.49 88.38 94.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.12 93.39 2.73 2.9% 0.75 0.8% 83% True False 8,656
10 96.12 91.97 4.15 4.3% 0.88 0.9% 89% True False 6,891
20 96.12 91.97 4.15 4.3% 0.92 1.0% 89% True False 6,871
40 98.67 91.97 6.70 7.0% 0.89 0.9% 55% False False 5,524
60 98.67 91.97 6.70 7.0% 0.87 0.9% 55% False False 4,272
80 99.49 91.97 7.52 7.9% 0.82 0.9% 49% False False 3,710
100 99.49 91.97 7.52 7.9% 0.79 0.8% 49% False False 3,392
120 99.49 88.01 11.48 12.0% 0.72 0.8% 67% False False 3,324
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.05
2.618 97.93
1.618 97.24
1.000 96.81
0.618 96.55
HIGH 96.12
0.618 95.86
0.500 95.78
0.382 95.69
LOW 95.43
0.618 95.00
1.000 94.74
1.618 94.31
2.618 93.62
4.250 92.50
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 95.78 95.73
PP 95.73 95.70
S1 95.69 95.68

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

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