NYMEX Light Sweet Crude Oil Future February 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	98.70	99.20	0.50	0.5%	96.81
High	99.40	99.31	-0.09	-0.1%	99.49
Low	98.54	98.64	0.10	0.1%	96.52
Close	99.32	98.91	-0.41	-0.4%	99.32
Range	0.86	0.67	-0.19	-22.1%	2.97
ATR	1.36	1.31	-0.05	-3.6%	0.00
Volume	151,281	107,273	-44,008	-29.1%	785,792

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.96	100.61	99.28
R3	100.29	99.94	99.09
R2	99.62	99.62	99.03
R1	99.27	99.27	98.97	99.11
PP	98.95	98.95	98.95	98.88
S1	98.60	98.60	98.85	98.44
S2	98.28	98.28	98.79
S3	97.61	97.93	98.73
S4	96.94	97.26	98.54

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.35	106.31	100.95
R3	104.38	103.34	100.14
R2	101.41	101.41	99.86
R1	100.37	100.37	99.59	100.89
PP	98.44	98.44	98.44	98.71
S1	97.40	97.40	99.05	97.92
S2	95.47	95.47	98.78
S3	92.50	94.43	98.50
S4	89.53	91.46	97.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.49	97.26	2.23	2.3%	1.04	1.0%	74%	False	False	156,526
10	99.49	96.52	2.97	3.0%	1.18	1.2%	80%	False	False	134,901
20	99.49	92.10	7.39	7.5%	1.34	1.4%	92%	False	False	104,122
40	99.49	92.10	7.39	7.5%	1.36	1.4%	92%	False	False	72,546
60	102.52	92.10	10.42	10.5%	1.44	1.5%	65%	False	False	59,710
80	104.67	92.10	12.57	12.7%	1.47	1.5%	54%	False	False	48,404
100	106.22	92.10	14.12	14.3%	1.45	1.5%	48%	False	False	40,634
120	106.22	92.10	14.12	14.3%	1.39	1.4%	48%	False	False	35,607

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	0.17
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	102.16
2.618	101.06
1.618	100.39
1.000	99.98
0.618	99.72
HIGH	99.31
0.618	99.05
0.500	98.98
0.382	98.90
LOW	98.64
0.618	98.23
1.000	97.97
1.618	97.56
2.618	96.89
4.250	95.79

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	98.98	98.82
PP	98.95	98.72
S1	98.93	98.63

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols