NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 98.90 99.30 0.40 0.4% 98.59
High 99.37 100.33 0.96 1.0% 100.33
Low 98.82 99.16 0.34 0.3% 98.14
Close 99.21 99.97 0.76 0.8% 99.97
Range 0.55 1.17 0.62 112.7% 2.19
ATR 1.10 1.10 0.01 0.5% 0.00
Volume 12,597 9,111 -3,486 -27.7% 70,775
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.33 102.82 100.61
R3 102.16 101.65 100.29
R2 100.99 100.99 100.18
R1 100.48 100.48 100.08 100.74
PP 99.82 99.82 99.82 99.95
S1 99.31 99.31 99.86 99.57
S2 98.65 98.65 99.76
S3 97.48 98.14 99.65
S4 96.31 96.97 99.33
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.05 105.20 101.17
R3 103.86 103.01 100.57
R2 101.67 101.67 100.37
R1 100.82 100.82 100.17 101.25
PP 99.48 99.48 99.48 99.69
S1 98.63 98.63 99.77 99.06
S2 97.29 97.29 99.57
S3 95.10 96.44 99.37
S4 92.91 94.25 98.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.33 97.95 2.38 2.4% 0.79 0.8% 85% True False 19,610
10 100.33 96.18 4.15 4.2% 0.96 1.0% 91% True False 20,923
20 100.33 92.79 7.54 7.5% 1.12 1.1% 95% True False 23,169
40 100.33 92.42 7.91 7.9% 1.19 1.2% 95% True False 20,802
60 101.00 92.42 8.58 8.6% 1.22 1.2% 88% False False 18,028
80 101.62 92.42 9.20 9.2% 1.22 1.2% 82% False False 14,895
100 103.06 92.42 10.64 10.6% 1.18 1.2% 71% False False 12,743
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 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.30
2.618 103.39
1.618 102.22
1.000 101.50
0.618 101.05
HIGH 100.33
0.618 99.88
0.500 99.75
0.382 99.61
LOW 99.16
0.618 98.44
1.000 97.99
1.618 97.27
2.618 96.10
4.250 94.19
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 99.90 99.73
PP 99.82 99.48
S1 99.75 99.24

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

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