NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 95.53 95.65 0.12 0.1% 94.54
High 95.94 95.98 0.04 0.0% 95.94
Low 95.37 95.63 0.26 0.3% 94.37
Close 95.94 95.88 -0.06 -0.1% 95.94
Range 0.57 0.35 -0.22 -38.6% 1.57
ATR 0.89 0.85 -0.04 -4.3% 0.00
Volume 11,260 8,539 -2,721 -24.2% 36,401
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 96.88 96.73 96.07
R3 96.53 96.38 95.98
R2 96.18 96.18 95.94
R1 96.03 96.03 95.91 96.11
PP 95.83 95.83 95.83 95.87
S1 95.68 95.68 95.85 95.76
S2 95.48 95.48 95.82
S3 95.13 95.33 95.78
S4 94.78 94.98 95.69
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 95.98 94.61 1.37 1.4% 0.65 0.7% 93% True False 7,449
10 96.60 94.37 2.23 2.3% 0.77 0.8% 68% False False 8,486
20 96.60 91.97 4.63 4.8% 0.82 0.9% 84% False False 7,688
40 96.60 91.97 4.63 4.8% 0.85 0.9% 84% False False 6,749
60 98.67 91.97 6.70 7.0% 0.88 0.9% 58% False False 5,443
80 98.67 91.97 6.70 7.0% 0.83 0.9% 58% False False 4,533
100 99.49 91.97 7.52 7.8% 0.80 0.8% 52% False False 4,025
120 99.49 91.97 7.52 7.8% 0.76 0.8% 52% False False 3,824
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 97.47
2.618 96.90
1.618 96.55
1.000 96.33
0.618 96.20
HIGH 95.98
0.618 95.85
0.500 95.81
0.382 95.76
LOW 95.63
0.618 95.41
1.000 95.28
1.618 95.06
2.618 94.71
4.250 94.14
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 95.86 95.72
PP 95.83 95.56
S1 95.81 95.40

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

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