NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 95.05 95.53 0.48 0.5% 94.54
High 95.80 95.94 0.14 0.1% 95.94
Low 94.82 95.37 0.55 0.6% 94.37
Close 95.73 95.94 0.21 0.2% 95.94
Range 0.98 0.57 -0.41 -41.8% 1.57
ATR 0.92 0.89 -0.02 -2.7% 0.00
Volume 8,862 11,260 2,398 27.1% 36,401
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.46 97.27 96.25
R3 96.89 96.70 96.10
R2 96.32 96.32 96.04
R1 96.13 96.13 95.99 96.23
PP 95.75 95.75 95.75 95.80
S1 95.56 95.56 95.89 95.66
S2 95.18 95.18 95.84
S3 94.61 94.99 95.78
S4 94.04 94.42 95.63
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.13 99.60 96.80
R3 98.56 98.03 96.37
R2 96.99 96.99 96.23
R1 96.46 96.46 96.08 96.73
PP 95.42 95.42 95.42 95.55
S1 94.89 94.89 95.80 95.16
S2 93.85 93.85 95.65
S3 92.28 93.32 95.51
S4 90.71 91.75 95.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.94 94.37 1.57 1.6% 0.80 0.8% 100% True False 7,280
10 96.60 94.37 2.23 2.3% 0.80 0.8% 70% False False 8,307
20 96.60 91.97 4.63 4.8% 0.86 0.9% 86% False False 7,623
40 96.60 91.97 4.63 4.8% 0.86 0.9% 86% False False 6,632
60 98.67 91.97 6.70 7.0% 0.89 0.9% 59% False False 5,316
80 98.67 91.97 6.70 7.0% 0.84 0.9% 59% False False 4,462
100 99.49 91.97 7.52 7.8% 0.80 0.8% 53% False False 3,958
120 99.49 91.97 7.52 7.8% 0.76 0.8% 53% False False 3,798
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 98.36
2.618 97.43
1.618 96.86
1.000 96.51
0.618 96.29
HIGH 95.94
0.618 95.72
0.500 95.66
0.382 95.59
LOW 95.37
0.618 95.02
1.000 94.80
1.618 94.45
2.618 93.88
4.250 92.95
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 95.85 95.72
PP 95.75 95.50
S1 95.66 95.28

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

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