NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 96.88 97.43 0.55 0.6% 97.97
High 97.91 98.02 0.11 0.1% 98.82
Low 96.51 97.17 0.66 0.7% 96.54
Close 97.70 97.36 -0.34 -0.3% 96.91
Range 1.40 0.85 -0.55 -39.3% 2.28
ATR 1.37 1.33 -0.04 -2.7% 0.00
Volume 53,132 37,028 -16,104 -30.3% 315,144
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.07 99.56 97.83
R3 99.22 98.71 97.59
R2 98.37 98.37 97.52
R1 97.86 97.86 97.44 97.69
PP 97.52 97.52 97.52 97.43
S1 97.01 97.01 97.28 96.84
S2 96.67 96.67 97.20
S3 95.82 96.16 97.13
S4 94.97 95.31 96.89
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.26 102.87 98.16
R3 101.98 100.59 97.54
R2 99.70 99.70 97.33
R1 98.31 98.31 97.12 97.87
PP 97.42 97.42 97.42 97.20
S1 96.03 96.03 96.70 95.59
S2 95.14 95.14 96.49
S3 92.86 93.75 96.28
S4 90.58 91.47 95.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.75 96.51 2.24 2.3% 1.14 1.2% 38% False False 60,796
10 98.82 96.51 2.31 2.4% 1.09 1.1% 37% False False 63,983
20 98.82 92.35 6.47 6.6% 1.33 1.4% 77% False False 49,498
40 99.57 92.35 7.22 7.4% 1.34 1.4% 69% False False 45,631
60 101.81 92.35 9.46 9.7% 1.38 1.4% 53% False False 40,388
80 104.37 92.35 12.02 12.3% 1.42 1.5% 42% False False 34,383
100 104.37 92.35 12.02 12.3% 1.37 1.4% 42% False False 29,838
120 104.37 92.16 12.21 12.5% 1.32 1.4% 43% False False 27,353
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 100.25
1.618 99.40
1.000 98.87
0.618 98.55
HIGH 98.02
0.618 97.70
0.500 97.60
0.382 97.49
LOW 97.17
0.618 96.64
1.000 96.32
1.618 95.79
2.618 94.94
4.250 93.56
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 97.60 97.33
PP 97.52 97.30
S1 97.44 97.27

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

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