NYMEX Light Sweet Crude Oil Future April 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 98.59 98.14 -0.45 -0.5% 96.55
High 98.75 99.01 0.26 0.3% 98.76
Low 98.20 98.14 -0.06 -0.1% 96.18
Close 98.43 98.98 0.55 0.6% 98.73
Range 0.55 0.87 0.32 58.2% 2.58
ATR 1.16 1.14 -0.02 -1.8% 0.00
Volume 26,803 22,264 -4,539 -16.9% 108,481
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.32 101.02 99.46
R3 100.45 100.15 99.22
R2 99.58 99.58 99.14
R1 99.28 99.28 99.06 99.43
PP 98.71 98.71 98.71 98.79
S1 98.41 98.41 98.90 98.56
S2 97.84 97.84 98.82
S3 96.97 97.54 98.74
S4 96.10 96.67 98.50
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.76 100.15
R3 103.05 102.18 99.44
R2 100.47 100.47 99.20
R1 99.60 99.60 98.97 100.04
PP 97.89 97.89 97.89 98.11
S1 97.02 97.02 98.49 97.46
S2 95.31 95.31 98.26
S3 92.73 94.44 98.02
S4 90.15 91.86 97.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.01 96.72 2.29 2.3% 0.92 0.9% 99% True False 24,408
10 99.01 96.18 2.83 2.9% 1.01 1.0% 99% True False 26,120
20 99.01 92.42 6.59 6.7% 1.17 1.2% 100% True False 23,718
40 99.01 92.42 6.59 6.7% 1.18 1.2% 100% True False 20,772
60 101.00 92.42 8.58 8.7% 1.24 1.3% 76% False False 17,873
80 101.62 92.42 9.20 9.3% 1.23 1.2% 71% False False 14,740
100 103.06 92.42 10.64 10.7% 1.18 1.2% 62% False False 12,587
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.71
2.618 101.29
1.618 100.42
1.000 99.88
0.618 99.55
HIGH 99.01
0.618 98.68
0.500 98.58
0.382 98.47
LOW 98.14
0.618 97.60
1.000 97.27
1.618 96.73
2.618 95.86
4.250 94.44
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 98.85 98.81
PP 98.71 98.65
S1 98.58 98.48

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

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