NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 97.17 98.30 1.13 1.2% 93.24
High 98.46 98.30 -0.16 -0.2% 98.00
Low 97.17 97.00 -0.17 -0.2% 92.86
Close 98.19 97.39 -0.80 -0.8% 97.66
Range 1.29 1.30 0.01 0.8% 5.14
ATR 1.32 1.31 0.00 -0.1% 0.00
Volume 22,254 33,797 11,543 51.9% 124,310
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.46 100.73 98.11
R3 100.16 99.43 97.75
R2 98.86 98.86 97.63
R1 98.13 98.13 97.51 97.85
PP 97.56 97.56 97.56 97.42
S1 96.83 96.83 97.27 96.55
S2 96.26 96.26 97.15
S3 94.96 95.53 97.03
S4 93.66 94.23 96.68
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 98.46 97.00 1.46 1.5% 1.01 1.0% 27% False True 27,415
10 98.46 92.42 6.04 6.2% 1.35 1.4% 82% False False 22,556
20 98.46 92.42 6.04 6.2% 1.28 1.3% 82% False False 21,725
40 101.00 92.42 8.58 8.8% 1.29 1.3% 58% False False 18,540
60 101.00 92.42 8.58 8.8% 1.29 1.3% 58% False False 14,941
80 103.06 92.42 10.64 10.9% 1.25 1.3% 47% False False 12,379
100 103.06 92.42 10.64 10.9% 1.16 1.2% 47% False False 10,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.83
2.618 101.70
1.618 100.40
1.000 99.60
0.618 99.10
HIGH 98.30
0.618 97.80
0.500 97.65
0.382 97.50
LOW 97.00
0.618 96.20
1.000 95.70
1.618 94.90
2.618 93.60
4.250 91.48
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 97.65 97.73
PP 97.56 97.62
S1 97.48 97.50

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

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