NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 97.34 96.55 -0.79 -0.8% 95.65
High 97.34 96.63 -0.71 -0.7% 97.59
Low 96.77 96.10 -0.67 -0.7% 95.63
Close 96.95 96.45 -0.50 -0.5% 97.18
Range 0.57 0.53 -0.04 -7.0% 1.96
ATR 0.80 0.81 0.00 0.4% 0.00
Volume 9,310 6,132 -3,178 -34.1% 23,277
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.98 97.75 96.74
R3 97.45 97.22 96.60
R2 96.92 96.92 96.55
R1 96.69 96.69 96.50 96.54
PP 96.39 96.39 96.39 96.32
S1 96.16 96.16 96.40 96.01
S2 95.86 95.86 96.35
S3 95.33 95.63 96.30
S4 94.80 95.10 96.16
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.68 101.89 98.26
R3 100.72 99.93 97.72
R2 98.76 98.76 97.54
R1 97.97 97.97 97.36 98.37
PP 96.80 96.80 96.80 97.00
S1 96.01 96.01 97.00 96.41
S2 94.84 94.84 96.82
S3 92.88 94.05 96.64
S4 90.92 92.09 96.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.59 96.03 1.56 1.6% 0.60 0.6% 27% False False 6,036
10 97.59 94.61 2.98 3.1% 0.62 0.6% 62% False False 6,742
20 97.59 93.39 4.20 4.4% 0.72 0.7% 73% False False 7,916
40 97.59 91.97 5.62 5.8% 0.83 0.9% 80% False False 6,932
60 98.67 91.97 6.70 6.9% 0.86 0.9% 67% False False 5,783
80 98.67 91.97 6.70 6.9% 0.82 0.9% 67% False False 4,727
100 99.49 91.97 7.52 7.8% 0.80 0.8% 60% False False 4,222
120 99.49 91.97 7.52 7.8% 0.76 0.8% 60% False False 3,945
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 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.88
2.618 98.02
1.618 97.49
1.000 97.16
0.618 96.96
HIGH 96.63
0.618 96.43
0.500 96.37
0.382 96.30
LOW 96.10
0.618 95.77
1.000 95.57
1.618 95.24
2.618 94.71
4.250 93.85
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 96.42 96.85
PP 96.39 96.71
S1 96.37 96.58

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

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