NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 97.52 97.75 0.23 0.2% 93.24
High 98.20 98.35 0.15 0.2% 98.35
Low 97.25 97.43 0.18 0.2% 93.08
Close 97.64 97.94 0.30 0.3% 97.94
Range 0.95 0.92 -0.03 -3.2% 5.27
ATR 1.50 1.46 -0.04 -2.8% 0.00
Volume 91,751 51,815 -39,936 -43.5% 287,907
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.67 100.22 98.45
R3 99.75 99.30 98.19
R2 98.83 98.83 98.11
R1 98.38 98.38 98.02 98.61
PP 97.91 97.91 97.91 98.02
S1 97.46 97.46 97.86 97.69
S2 96.99 96.99 97.77
S3 96.07 96.54 97.69
S4 95.15 95.62 97.43
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 112.27 110.37 100.84
R3 107.00 105.10 99.39
R2 101.73 101.73 98.91
R1 99.83 99.83 98.42 100.78
PP 96.46 96.46 96.46 96.93
S1 94.56 94.56 97.46 95.51
S2 91.19 91.19 96.97
S3 85.92 89.29 96.49
S4 80.65 84.02 95.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.35 93.08 5.27 5.4% 1.46 1.5% 92% True False 57,581
10 98.35 92.35 6.00 6.1% 1.48 1.5% 93% True False 48,677
20 98.35 92.35 6.00 6.1% 1.41 1.4% 93% True False 44,831
40 101.81 92.35 9.46 9.7% 1.40 1.4% 59% False False 42,325
60 102.29 92.35 9.94 10.1% 1.43 1.5% 56% False False 35,902
80 104.37 92.35 12.02 12.3% 1.41 1.4% 47% False False 30,543
100 104.37 92.35 12.02 12.3% 1.38 1.4% 47% False False 26,715
120 104.37 89.48 14.89 15.2% 1.35 1.4% 57% False False 24,550
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 102.26
2.618 100.76
1.618 99.84
1.000 99.27
0.618 98.92
HIGH 98.35
0.618 98.00
0.500 97.89
0.382 97.78
LOW 97.43
0.618 96.86
1.000 96.51
1.618 95.94
2.618 95.02
4.250 93.52
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 97.92 97.79
PP 97.91 97.64
S1 97.89 97.50

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

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