NYMEX Light Sweet Crude Oil Future August 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 94.26 94.60 0.34 0.4% 94.10
High 94.82 94.97 0.15 0.2% 94.97
Low 93.97 94.44 0.47 0.5% 93.80
Close 94.80 94.97 0.17 0.2% 94.97
Range 0.85 0.53 -0.32 -37.6% 1.17
ATR 0.81 0.79 -0.02 -2.5% 0.00
Volume 6,192 6,127 -65 -1.0% 24,722
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 96.38 96.21 95.26
R3 95.85 95.68 95.12
R2 95.32 95.32 95.07
R1 95.15 95.15 95.02 95.24
PP 94.79 94.79 94.79 94.84
S1 94.62 94.62 94.92 94.71
S2 94.26 94.26 94.87
S3 93.73 94.09 94.82
S4 93.20 93.56 94.68
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.09 97.70 95.61
R3 96.92 96.53 95.29
R2 95.75 95.75 95.18
R1 95.36 95.36 95.08 95.56
PP 94.58 94.58 94.58 94.68
S1 94.19 94.19 94.86 94.39
S2 93.41 93.41 94.76
S3 92.24 93.02 94.65
S4 91.07 91.85 94.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 93.80 1.17 1.2% 0.69 0.7% 100% True False 4,944
10 95.82 93.75 2.07 2.2% 0.67 0.7% 59% False False 5,385
20 95.82 91.74 4.08 4.3% 0.75 0.8% 79% False False 5,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.22
2.618 96.36
1.618 95.83
1.000 95.50
0.618 95.30
HIGH 94.97
0.618 94.77
0.500 94.71
0.382 94.64
LOW 94.44
0.618 94.11
1.000 93.91
1.618 93.58
2.618 93.05
4.250 92.19
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 94.88 94.78
PP 94.79 94.58
S1 94.71 94.39

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

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