NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 95.54 95.86 0.32 0.3% 95.09
High 95.86 96.63 0.77 0.8% 96.63
Low 95.54 95.86 0.32 0.3% 94.70
Close 95.70 96.18 0.48 0.5% 96.18
Range 0.32 0.77 0.45 140.6% 1.93
ATR 0.72 0.73 0.02 2.1% 0.00
Volume 2,384 1,497 -887 -37.2% 12,008
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.53 98.13 96.60
R3 97.76 97.36 96.39
R2 96.99 96.99 96.32
R1 96.59 96.59 96.25 96.79
PP 96.22 96.22 96.22 96.33
S1 95.82 95.82 96.11 96.02
S2 95.45 95.45 96.04
S3 94.68 95.05 95.97
S4 93.91 94.28 95.76
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.63 100.83 97.24
R3 99.70 98.90 96.71
R2 97.77 97.77 96.53
R1 96.97 96.97 96.36 97.37
PP 95.84 95.84 95.84 96.04
S1 95.04 95.04 96.00 95.44
S2 93.91 93.91 95.83
S3 91.98 93.11 95.65
S4 90.05 91.18 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.63 94.44 2.19 2.3% 0.48 0.5% 79% True False 3,627
10 96.63 93.75 2.88 3.0% 0.62 0.6% 84% True False 4,032
20 96.63 92.11 4.52 4.7% 0.64 0.7% 90% True False 4,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.90
2.618 98.65
1.618 97.88
1.000 97.40
0.618 97.11
HIGH 96.63
0.618 96.34
0.500 96.25
0.382 96.15
LOW 95.86
0.618 95.38
1.000 95.09
1.618 94.61
2.618 93.84
4.250 92.59
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 96.25 96.08
PP 96.22 95.98
S1 96.20 95.88

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

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