NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 95.65 96.19 0.54 0.6% 94.54
High 95.98 96.50 0.52 0.5% 95.94
Low 95.63 96.03 0.40 0.4% 94.37
Close 95.88 96.46 0.58 0.6% 95.94
Range 0.35 0.47 0.12 34.3% 1.57
ATR 0.85 0.84 -0.02 -2.0% 0.00
Volume 8,539 6,335 -2,204 -25.8% 36,401
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.74 97.57 96.72
R3 97.27 97.10 96.59
R2 96.80 96.80 96.55
R1 96.63 96.63 96.50 96.72
PP 96.33 96.33 96.33 96.37
S1 96.16 96.16 96.42 96.25
S2 95.86 95.86 96.37
S3 95.39 95.69 96.33
S4 94.92 95.22 96.20
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 96.50 94.61 1.89 2.0% 0.61 0.6% 98% True False 7,948
10 96.50 94.37 2.13 2.2% 0.73 0.8% 98% True False 8,258
20 96.60 91.97 4.63 4.8% 0.80 0.8% 97% False False 7,756
40 96.60 91.97 4.63 4.8% 0.84 0.9% 97% False False 6,834
60 98.67 91.97 6.70 6.9% 0.88 0.9% 67% False False 5,523
80 98.67 91.97 6.70 6.9% 0.83 0.9% 67% False False 4,576
100 99.49 91.97 7.52 7.8% 0.80 0.8% 60% False False 4,054
120 99.49 91.97 7.52 7.8% 0.76 0.8% 60% False False 3,854
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.50
2.618 97.73
1.618 97.26
1.000 96.97
0.618 96.79
HIGH 96.50
0.618 96.32
0.500 96.27
0.382 96.21
LOW 96.03
0.618 95.74
1.000 95.56
1.618 95.27
2.618 94.80
4.250 94.03
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 96.40 96.29
PP 96.33 96.11
S1 96.27 95.94

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

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