NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 97.08 97.38 0.30 0.3% 93.24
High 97.87 98.00 0.13 0.1% 98.00
Low 97.07 97.19 0.12 0.1% 92.86
Close 97.36 97.66 0.30 0.3% 97.66
Range 0.80 0.81 0.01 1.3% 5.14
ATR 1.39 1.35 -0.04 -3.0% 0.00
Volume 35,309 23,762 -11,547 -32.7% 124,310
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.05 99.66 98.11
R3 99.24 98.85 97.88
R2 98.43 98.43 97.81
R1 98.04 98.04 97.73 98.24
PP 97.62 97.62 97.62 97.71
S1 97.23 97.23 97.59 97.43
S2 96.81 96.81 97.51
S3 96.00 96.42 97.44
S4 95.19 95.61 97.21
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 111.59 109.77 100.49
R3 106.45 104.63 99.07
R2 101.31 101.31 98.60
R1 99.49 99.49 98.13 100.40
PP 96.17 96.17 96.17 96.63
S1 94.35 94.35 97.19 95.26
S2 91.03 91.03 96.72
S3 85.89 89.21 96.25
S4 80.75 84.07 94.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.00 92.86 5.14 5.3% 1.35 1.4% 93% True False 24,862
10 98.00 92.42 5.58 5.7% 1.39 1.4% 94% True False 20,336
20 98.00 92.42 5.58 5.7% 1.31 1.3% 94% True False 20,223
40 101.00 92.42 8.58 8.8% 1.29 1.3% 61% False False 17,520
60 101.00 92.42 8.58 8.8% 1.28 1.3% 61% False False 13,959
80 103.06 92.42 10.64 10.9% 1.23 1.3% 49% False False 11,546
100 103.06 92.42 10.64 10.9% 1.15 1.2% 49% False False 9,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.44
2.618 100.12
1.618 99.31
1.000 98.81
0.618 98.50
HIGH 98.00
0.618 97.69
0.500 97.60
0.382 97.50
LOW 97.19
0.618 96.69
1.000 96.38
1.618 95.88
2.618 95.07
4.250 93.75
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 97.64 97.50
PP 97.62 97.35
S1 97.60 97.19

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

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