NYMEX Light Sweet Crude Oil Future September 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 93.24 93.70 0.46 0.5% 93.30
High 93.96 94.09 0.13 0.1% 94.09
Low 93.22 93.56 0.34 0.4% 93.02
Close 93.92 94.06 0.14 0.1% 94.06
Range 0.74 0.53 -0.21 -28.4% 1.07
ATR
Volume 11,096 9,750 -1,346 -12.1% 38,102
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 95.49 95.31 94.35
R3 94.96 94.78 94.21
R2 94.43 94.43 94.16
R1 94.25 94.25 94.11 94.34
PP 93.90 93.90 93.90 93.95
S1 93.72 93.72 94.01 93.81
S2 93.37 93.37 93.96
S3 92.84 93.19 93.91
S4 92.31 92.66 93.77
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 96.93 96.57 94.65
R3 95.86 95.50 94.35
R2 94.79 94.79 94.26
R1 94.43 94.43 94.16 94.61
PP 93.72 93.72 93.72 93.82
S1 93.36 93.36 93.96 93.54
S2 92.65 92.65 93.86
S3 91.58 92.29 93.77
S4 90.51 91.22 93.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.09 93.02 1.07 1.1% 0.69 0.7% 97% True False 7,620
10 95.00 92.92 2.08 2.2% 0.74 0.8% 55% False False 9,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 96.34
2.618 95.48
1.618 94.95
1.000 94.62
0.618 94.42
HIGH 94.09
0.618 93.89
0.500 93.83
0.382 93.76
LOW 93.56
0.618 93.23
1.000 93.03
1.618 92.70
2.618 92.17
4.250 91.31
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 93.98 93.90
PP 93.90 93.75
S1 93.83 93.59

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

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