NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 96.03 95.40 -0.63 -0.7% 96.12
High 96.03 95.40 -0.63 -0.7% 96.60
Low 95.39 94.51 -0.88 -0.9% 94.51
Close 95.59 94.65 -0.94 -1.0% 94.65
Range 0.64 0.89 0.25 39.1% 2.09
ATR 0.93 0.94 0.01 1.2% 0.00
Volume 10,007 5,683 -4,324 -43.2% 46,678
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.52 96.98 95.14
R3 96.63 96.09 94.89
R2 95.74 95.74 94.81
R1 95.20 95.20 94.73 95.03
PP 94.85 94.85 94.85 94.77
S1 94.31 94.31 94.57 94.14
S2 93.96 93.96 94.49
S3 93.07 93.42 94.41
S4 92.18 92.53 94.16
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.52 100.18 95.80
R3 99.43 98.09 95.22
R2 97.34 97.34 95.03
R1 96.00 96.00 94.84 95.63
PP 95.25 95.25 95.25 95.07
S1 93.91 93.91 94.46 93.54
S2 93.16 93.16 94.27
S3 91.07 91.82 94.08
S4 88.98 89.73 93.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.60 94.51 2.09 2.2% 0.80 0.8% 7% False True 9,335
10 96.60 93.15 3.45 3.6% 0.76 0.8% 43% False False 8,521
20 96.60 91.97 4.63 4.9% 0.84 0.9% 58% False False 7,583
40 97.33 91.97 5.36 5.7% 0.88 0.9% 50% False False 6,216
60 98.67 91.97 6.70 7.1% 0.86 0.9% 40% False False 4,839
80 99.49 91.97 7.52 7.9% 0.84 0.9% 36% False False 4,127
100 99.49 91.97 7.52 7.9% 0.80 0.8% 36% False False 3,664
120 99.49 89.60 9.89 10.4% 0.74 0.8% 51% False False 3,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.18
2.618 97.73
1.618 96.84
1.000 96.29
0.618 95.95
HIGH 95.40
0.618 95.06
0.500 94.96
0.382 94.85
LOW 94.51
0.618 93.96
1.000 93.62
1.618 93.07
2.618 92.18
4.250 90.73
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 94.96 95.37
PP 94.85 95.13
S1 94.75 94.89

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

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