NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 97.43 97.36 -0.07 -0.1% 97.97
High 98.02 98.06 0.04 0.0% 98.82
Low 97.17 97.15 -0.02 0.0% 96.54
Close 97.36 97.92 0.56 0.6% 96.91
Range 0.85 0.91 0.06 7.1% 2.28
ATR 1.33 1.30 -0.03 -2.3% 0.00
Volume 37,028 40,325 3,297 8.9% 315,144
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.44 100.09 98.42
R3 99.53 99.18 98.17
R2 98.62 98.62 98.09
R1 98.27 98.27 98.00 98.45
PP 97.71 97.71 97.71 97.80
S1 97.36 97.36 97.84 97.54
S2 96.80 96.80 97.75
S3 95.89 96.45 97.67
S4 94.98 95.54 97.42
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 98.37 96.51 1.86 1.9% 1.05 1.1% 76% False False 55,213
10 98.82 96.51 2.31 2.4% 1.08 1.1% 61% False False 58,919
20 98.82 92.35 6.47 6.6% 1.34 1.4% 86% False False 50,045
40 98.82 92.35 6.47 6.6% 1.32 1.3% 86% False False 45,695
60 101.81 92.35 9.46 9.7% 1.37 1.4% 59% False False 40,734
80 104.37 92.35 12.02 12.3% 1.42 1.4% 46% False False 34,755
100 104.37 92.35 12.02 12.3% 1.37 1.4% 46% False False 30,188
120 104.37 92.35 12.02 12.3% 1.32 1.3% 46% False False 27,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.93
2.618 100.44
1.618 99.53
1.000 98.97
0.618 98.62
HIGH 98.06
0.618 97.71
0.500 97.61
0.382 97.50
LOW 97.15
0.618 96.59
1.000 96.24
1.618 95.68
2.618 94.77
4.250 93.28
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 97.82 97.71
PP 97.71 97.50
S1 97.61 97.29

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

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