NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 97.97 97.57 -0.40 -0.4% 93.24
High 98.22 98.82 0.60 0.6% 98.35
Low 97.29 97.50 0.21 0.2% 93.08
Close 97.58 98.58 1.00 1.0% 97.94
Range 0.93 1.32 0.39 41.9% 5.27
ATR 1.42 1.42 -0.01 -0.5% 0.00
Volume 50,137 51,183 1,046 2.1% 287,907
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.26 101.74 99.31
R3 100.94 100.42 98.94
R2 99.62 99.62 98.82
R1 99.10 99.10 98.70 99.36
PP 98.30 98.30 98.30 98.43
S1 97.78 97.78 98.46 98.04
S2 96.98 96.98 98.34
S3 95.66 96.46 98.22
S4 94.34 95.14 97.85
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 98.82 96.64 2.18 2.2% 1.04 1.1% 89% True False 67,170
10 98.82 92.35 6.47 6.6% 1.42 1.4% 96% True False 50,426
20 98.82 92.35 6.47 6.6% 1.42 1.4% 96% True False 46,450
40 101.81 92.35 9.46 9.6% 1.39 1.4% 66% False False 42,419
60 102.29 92.35 9.94 10.1% 1.43 1.4% 63% False False 37,065
80 104.37 92.35 12.02 12.2% 1.41 1.4% 52% False False 31,541
100 104.37 92.35 12.02 12.2% 1.37 1.4% 52% False False 27,423
120 104.37 89.48 14.89 15.1% 1.34 1.4% 61% False False 25,309
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.43
2.618 102.28
1.618 100.96
1.000 100.14
0.618 99.64
HIGH 98.82
0.618 98.32
0.500 98.16
0.382 98.00
LOW 97.50
0.618 96.68
1.000 96.18
1.618 95.36
2.618 94.04
4.250 91.89
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 98.44 98.41
PP 98.30 98.23
S1 98.16 98.06

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

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