NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 97.80 98.57 0.77 0.8% 96.88
High 99.28 99.31 0.03 0.0% 99.31
Low 97.61 98.46 0.85 0.9% 96.51
Close 98.94 99.26 0.32 0.3% 99.26
Range 1.67 0.85 -0.82 -49.1% 2.80
ATR 1.33 1.29 -0.03 -2.6% 0.00
Volume 58,118 57,767 -351 -0.6% 246,370
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.56 101.26 99.73
R3 100.71 100.41 99.49
R2 99.86 99.86 99.42
R1 99.56 99.56 99.34 99.71
PP 99.01 99.01 99.01 99.09
S1 98.71 98.71 99.18 98.86
S2 98.16 98.16 99.10
S3 97.31 97.86 99.03
S4 96.46 97.01 98.79
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.76 105.81 100.80
R3 103.96 103.01 100.03
R2 101.16 101.16 99.77
R1 100.21 100.21 99.52 100.69
PP 98.36 98.36 98.36 98.60
S1 97.41 97.41 99.00 97.89
S2 95.56 95.56 98.75
S3 92.76 94.61 98.49
S4 89.96 91.81 97.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.31 96.51 2.80 2.8% 1.14 1.1% 98% True False 49,274
10 99.31 96.51 2.80 2.8% 1.14 1.1% 98% True False 56,151
20 99.31 92.35 6.96 7.0% 1.31 1.3% 99% True False 52,414
40 99.31 92.35 6.96 7.0% 1.29 1.3% 99% True False 45,850
60 101.81 92.35 9.46 9.5% 1.38 1.4% 73% False False 41,863
80 103.14 92.35 10.79 10.9% 1.40 1.4% 64% False False 35,855
100 104.37 92.35 12.02 12.1% 1.37 1.4% 57% False False 31,189
120 104.37 92.35 12.02 12.1% 1.33 1.3% 57% False False 28,457
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.92
2.618 101.54
1.618 100.69
1.000 100.16
0.618 99.84
HIGH 99.31
0.618 98.99
0.500 98.89
0.382 98.78
LOW 98.46
0.618 97.93
1.000 97.61
1.618 97.08
2.618 96.23
4.250 94.85
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 99.14 98.92
PP 99.01 98.57
S1 98.89 98.23

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

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