NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 98.09 98.59 0.50 0.5% 96.55
High 98.76 98.75 -0.01 0.0% 98.76
Low 97.95 98.20 0.25 0.3% 96.18
Close 98.73 98.43 -0.30 -0.3% 98.73
Range 0.81 0.55 -0.26 -32.1% 2.58
ATR 1.21 1.16 -0.05 -3.9% 0.00
Volume 27,277 26,803 -474 -1.7% 108,481
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.11 99.82 98.73
R3 99.56 99.27 98.58
R2 99.01 99.01 98.53
R1 98.72 98.72 98.48 98.59
PP 98.46 98.46 98.46 98.40
S1 98.17 98.17 98.38 98.04
S2 97.91 97.91 98.33
S3 97.36 97.62 98.28
S4 96.81 97.07 98.13
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.76 100.15
R3 103.05 102.18 99.44
R2 100.47 100.47 99.20
R1 99.60 99.60 98.97 100.04
PP 97.89 97.89 97.89 98.11
S1 97.02 97.02 98.49 97.46
S2 95.31 95.31 98.26
S3 92.73 94.44 98.02
S4 90.15 91.86 97.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.76 96.72 2.04 2.1% 0.91 0.9% 84% False False 23,392
10 98.76 96.18 2.58 2.6% 1.05 1.1% 87% False False 26,119
20 98.76 92.42 6.34 6.4% 1.19 1.2% 95% False False 23,411
40 98.76 92.42 6.34 6.4% 1.19 1.2% 95% False False 20,453
60 101.00 92.42 8.58 8.7% 1.25 1.3% 70% False False 17,598
80 101.62 92.42 9.20 9.3% 1.23 1.2% 65% False False 14,528
100 103.06 92.42 10.64 10.8% 1.18 1.2% 56% False False 12,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 101.09
2.618 100.19
1.618 99.64
1.000 99.30
0.618 99.09
HIGH 98.75
0.618 98.54
0.500 98.48
0.382 98.41
LOW 98.20
0.618 97.86
1.000 97.65
1.618 97.31
2.618 96.76
4.250 95.86
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 98.48 98.26
PP 98.46 98.09
S1 98.45 97.92

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

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