NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 95.73 96.09 0.36 0.4% 93.15
High 96.60 96.23 -0.37 -0.4% 96.00
Low 95.73 95.33 -0.40 -0.4% 93.15
Close 96.25 95.68 -0.57 -0.6% 95.97
Range 0.87 0.90 0.03 3.4% 2.85
ATR 0.95 0.95 0.00 -0.2% 0.00
Volume 8,615 15,620 7,005 81.3% 38,533
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.45 97.96 96.18
R3 97.55 97.06 95.93
R2 96.65 96.65 95.85
R1 96.16 96.16 95.76 95.96
PP 95.75 95.75 95.75 95.64
S1 95.26 95.26 95.60 95.06
S2 94.85 94.85 95.52
S3 93.95 94.36 95.43
S4 93.05 93.46 95.19
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 96.60 95.33 1.27 1.3% 0.67 0.7% 28% False True 10,373
10 96.60 91.97 4.63 4.8% 0.88 0.9% 80% False False 8,104
20 96.60 91.97 4.63 4.8% 0.88 0.9% 80% False False 7,535
40 98.67 91.97 6.70 7.0% 0.90 0.9% 55% False False 5,986
60 98.67 91.97 6.70 7.0% 0.89 0.9% 55% False False 4,644
80 99.49 91.97 7.52 7.9% 0.84 0.9% 49% False False 3,967
100 99.49 91.97 7.52 7.9% 0.80 0.8% 49% False False 3,571
120 99.49 88.01 11.48 12.0% 0.74 0.8% 67% False False 3,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.06
2.618 98.59
1.618 97.69
1.000 97.13
0.618 96.79
HIGH 96.23
0.618 95.89
0.500 95.78
0.382 95.67
LOW 95.33
0.618 94.77
1.000 94.43
1.618 93.87
2.618 92.97
4.250 91.51
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 95.78 95.97
PP 95.75 95.87
S1 95.71 95.78

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

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