NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 97.35 96.82 -0.53 -0.5% 93.73
High 97.39 97.95 0.56 0.6% 97.56
Low 96.80 96.82 0.02 0.0% 93.17
Close 96.89 97.69 0.80 0.8% 97.24
Range 0.59 1.13 0.54 91.5% 4.39
ATR 1.16 1.16 0.00 -0.2% 0.00
Volume 16,172 18,640 2,468 15.3% 94,899
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.88 100.41 98.31
R3 99.75 99.28 98.00
R2 98.62 98.62 97.90
R1 98.15 98.15 97.79 98.39
PP 97.49 97.49 97.49 97.60
S1 97.02 97.02 97.59 97.26
S2 96.36 96.36 97.48
S3 95.23 95.89 97.38
S4 94.10 94.76 97.07
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 109.16 107.59 99.65
R3 104.77 103.20 98.45
R2 100.38 100.38 98.04
R1 98.81 98.81 97.64 99.60
PP 95.99 95.99 95.99 96.38
S1 94.42 94.42 96.84 95.21
S2 91.60 91.60 96.44
S3 87.21 90.03 96.03
S4 82.82 85.64 94.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.95 95.93 2.02 2.1% 0.82 0.8% 87% True False 21,569
10 97.95 92.38 5.57 5.7% 1.15 1.2% 95% True False 15,766
20 97.95 92.38 5.57 5.7% 1.18 1.2% 95% True False 13,944
40 100.11 92.38 7.73 7.9% 1.11 1.1% 69% False False 12,274
60 100.11 92.38 7.73 7.9% 1.13 1.2% 69% False False 9,755
80 101.55 92.38 9.17 9.4% 1.01 1.0% 58% False False 8,156
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 0.24
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.75
2.618 100.91
1.618 99.78
1.000 99.08
0.618 98.65
HIGH 97.95
0.618 97.52
0.500 97.39
0.382 97.25
LOW 96.82
0.618 96.12
1.000 95.69
1.618 94.99
2.618 93.86
4.250 92.02
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 97.59 97.58
PP 97.49 97.47
S1 97.39 97.37

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

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