NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 97.57 98.71 1.14 1.2% 93.24
High 98.82 98.75 -0.07 -0.1% 98.35
Low 97.50 97.38 -0.12 -0.1% 93.08
Close 98.58 97.72 -0.86 -0.9% 97.94
Range 1.32 1.37 0.05 3.8% 5.27
ATR 1.42 1.41 0.00 -0.2% 0.00
Volume 51,183 68,240 17,057 33.3% 287,907
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.06 101.26 98.47
R3 100.69 99.89 98.10
R2 99.32 99.32 97.97
R1 98.52 98.52 97.85 98.24
PP 97.95 97.95 97.95 97.81
S1 97.15 97.15 97.59 96.87
S2 96.58 96.58 97.47
S3 95.21 95.78 97.34
S4 93.84 94.41 96.97
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 97.25 1.57 1.6% 1.10 1.1% 30% False False 62,625
10 98.82 92.35 6.47 6.6% 1.43 1.5% 83% False False 51,814
20 98.82 92.35 6.47 6.6% 1.38 1.4% 83% False False 48,408
40 101.81 92.35 9.46 9.7% 1.40 1.4% 57% False False 43,559
60 102.29 92.35 9.94 10.2% 1.43 1.5% 54% False False 37,870
80 104.37 92.35 12.02 12.3% 1.42 1.5% 45% False False 32,227
100 104.37 92.35 12.02 12.3% 1.38 1.4% 45% False False 27,924
120 104.37 89.48 14.89 15.2% 1.33 1.4% 55% False False 25,797
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 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.57
2.618 102.34
1.618 100.97
1.000 100.12
0.618 99.60
HIGH 98.75
0.618 98.23
0.500 98.07
0.382 97.90
LOW 97.38
0.618 96.53
1.000 96.01
1.618 95.16
2.618 93.79
4.250 91.56
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 98.07 98.06
PP 97.95 97.94
S1 97.84 97.83

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

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