NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 99.15 98.63 -0.52 -0.5% 96.88
High 99.25 99.41 0.16 0.2% 99.31
Low 98.63 98.55 -0.08 -0.1% 96.51
Close 98.89 99.34 0.45 0.5% 99.26
Range 0.62 0.86 0.24 38.7% 2.80
ATR 1.24 1.22 -0.03 -2.2% 0.00
Volume 52,245 34,704 -17,541 -33.6% 246,370
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.68 101.37 99.81
R3 100.82 100.51 99.58
R2 99.96 99.96 99.50
R1 99.65 99.65 99.42 99.81
PP 99.10 99.10 99.10 99.18
S1 98.79 98.79 99.26 98.95
S2 98.24 98.24 99.18
S3 97.38 97.93 99.10
S4 96.52 97.07 98.87
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 99.41 97.15 2.26 2.3% 0.98 1.0% 97% True False 48,631
10 99.41 96.51 2.90 2.9% 1.06 1.1% 98% True False 54,714
20 99.41 92.35 7.06 7.1% 1.24 1.2% 99% True False 52,570
40 99.41 92.35 7.06 7.1% 1.27 1.3% 99% True False 46,292
60 101.81 92.35 9.46 9.5% 1.36 1.4% 74% False False 42,774
80 103.14 92.35 10.79 10.9% 1.38 1.4% 65% False False 36,543
100 104.37 92.35 12.02 12.1% 1.36 1.4% 58% False False 31,768
120 104.37 92.35 12.02 12.1% 1.32 1.3% 58% False False 28,790
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.07
2.618 101.66
1.618 100.80
1.000 100.27
0.618 99.94
HIGH 99.41
0.618 99.08
0.500 98.98
0.382 98.88
LOW 98.55
0.618 98.02
1.000 97.69
1.618 97.16
2.618 96.30
4.250 94.90
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 99.22 99.21
PP 99.10 99.07
S1 98.98 98.94

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

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