NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 96.19 96.47 0.28 0.3% 94.54
High 96.50 96.83 0.33 0.3% 95.94
Low 96.03 96.40 0.37 0.4% 94.37
Close 96.46 96.64 0.18 0.2% 95.94
Range 0.47 0.43 -0.04 -8.5% 1.57
ATR 0.84 0.81 -0.03 -3.5% 0.00
Volume 6,335 4,297 -2,038 -32.2% 36,401
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.91 97.71 96.88
R3 97.48 97.28 96.76
R2 97.05 97.05 96.72
R1 96.85 96.85 96.68 96.95
PP 96.62 96.62 96.62 96.68
S1 96.42 96.42 96.60 96.52
S2 96.19 96.19 96.56
S3 95.76 95.99 96.52
S4 95.33 95.56 96.40
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 96.83 94.82 2.01 2.1% 0.56 0.6% 91% True False 7,858
10 96.83 94.37 2.46 2.5% 0.68 0.7% 92% True False 7,126
20 96.83 91.97 4.86 5.0% 0.78 0.8% 96% True False 7,615
40 96.83 91.97 4.86 5.0% 0.84 0.9% 96% True False 6,870
60 98.67 91.97 6.70 6.9% 0.87 0.9% 70% False False 5,564
80 98.67 91.97 6.70 6.9% 0.82 0.8% 70% False False 4,593
100 99.49 91.97 7.52 7.8% 0.80 0.8% 62% False False 4,075
120 99.49 91.97 7.52 7.8% 0.76 0.8% 62% False False 3,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.66
2.618 97.96
1.618 97.53
1.000 97.26
0.618 97.10
HIGH 96.83
0.618 96.67
0.500 96.62
0.382 96.56
LOW 96.40
0.618 96.13
1.000 95.97
1.618 95.70
2.618 95.27
4.250 94.57
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 96.63 96.50
PP 96.62 96.37
S1 96.62 96.23

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

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