NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 94.93 95.05 0.12 0.1% 96.12
High 95.28 95.80 0.52 0.5% 96.60
Low 94.61 94.82 0.21 0.2% 94.51
Close 95.04 95.73 0.69 0.7% 94.65
Range 0.67 0.98 0.31 46.3% 2.09
ATR 0.91 0.92 0.00 0.5% 0.00
Volume 4,748 8,862 4,114 86.6% 46,678
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.39 98.04 96.27
R3 97.41 97.06 96.00
R2 96.43 96.43 95.91
R1 96.08 96.08 95.82 96.26
PP 95.45 95.45 95.45 95.54
S1 95.10 95.10 95.64 95.28
S2 94.47 94.47 95.55
S3 93.49 94.12 95.46
S4 92.51 93.14 95.19
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 95.80 94.37 1.43 1.5% 0.87 0.9% 95% True False 6,164
10 96.60 94.37 2.23 2.3% 0.77 0.8% 61% False False 8,043
20 96.60 91.97 4.63 4.8% 0.89 0.9% 81% False False 7,372
40 96.60 91.97 4.63 4.8% 0.87 0.9% 81% False False 6,465
60 98.67 91.97 6.70 7.0% 0.88 0.9% 56% False False 5,152
80 99.49 91.97 7.52 7.9% 0.85 0.9% 50% False False 4,371
100 99.49 91.97 7.52 7.9% 0.81 0.8% 50% False False 3,855
120 99.49 91.74 7.75 8.1% 0.75 0.8% 51% False False 3,712
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.97
2.618 98.37
1.618 97.39
1.000 96.78
0.618 96.41
HIGH 95.80
0.618 95.43
0.500 95.31
0.382 95.19
LOW 94.82
0.618 94.21
1.000 93.84
1.618 93.23
2.618 92.25
4.250 90.66
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 95.59 95.56
PP 95.45 95.38
S1 95.31 95.21

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

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