NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	98.63	99.27	0.64	0.6%	96.88
High	99.41	99.76	0.35	0.4%	99.31
Low	98.55	99.15	0.60	0.6%	96.51
Close	99.34	99.62	0.28	0.3%	99.26
Range	0.86	0.61	-0.25	-29.1%	2.80
ATR	1.22	1.17	-0.04	-3.6%	0.00
Volume	34,704	23,135	-11,569	-33.3%	246,370

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.34	101.09	99.96
R3	100.73	100.48	99.79
R2	100.12	100.12	99.73
R1	99.87	99.87	99.68	100.00
PP	99.51	99.51	99.51	99.57
S1	99.26	99.26	99.56	99.39
S2	98.90	98.90	99.51
S3	98.29	98.65	99.45
S4	97.68	98.04	99.28

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	99.76	97.61	2.15	2.2%	0.92	0.9%	93%	True	False	45,193
10	99.76	96.51	3.25	3.3%	0.99	1.0%	96%	True	False	50,203
20	99.76	92.35	7.41	7.4%	1.21	1.2%	98%	True	False	51,009
40	99.76	92.35	7.41	7.4%	1.27	1.3%	98%	True	False	46,075
60	101.81	92.35	9.46	9.5%	1.35	1.4%	77%	False	False	42,905
80	103.14	92.35	10.79	10.8%	1.35	1.4%	67%	False	False	36,659
100	104.37	92.35	12.02	12.1%	1.35	1.4%	60%	False	False	31,887
120	104.37	92.35	12.02	12.1%	1.32	1.3%	60%	False	False	28,851

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	102.35
2.618	101.36
1.618	100.75
1.000	100.37
0.618	100.14
HIGH	99.76
0.618	99.53
0.500	99.46
0.382	99.38
LOW	99.15
0.618	98.77
1.000	98.54
1.618	98.16
2.618	97.55
4.250	96.56

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	99.57	99.47
PP	99.51	99.31
S1	99.46	99.16

Download as Excel Spreadsheet

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

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