NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 97.63 96.88 -0.75 -0.8% 93.73
High 97.68 97.49 -0.19 -0.2% 97.56
Low 96.55 96.69 0.14 0.1% 93.17
Close 96.95 96.96 0.01 0.0% 97.24
Range 1.13 0.80 -0.33 -29.2% 4.39
ATR 1.15 1.13 -0.03 -2.2% 0.00
Volume 22,271 21,660 -611 -2.7% 94,899
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.45 99.00 97.40
R3 98.65 98.20 97.18
R2 97.85 97.85 97.11
R1 97.40 97.40 97.03 97.63
PP 97.05 97.05 97.05 97.16
S1 96.60 96.60 96.89 96.83
S2 96.25 96.25 96.81
S3 95.45 95.80 96.74
S4 94.65 95.00 96.52
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 96.55 1.40 1.4% 0.89 0.9% 29% False False 19,107
10 97.95 92.76 5.19 5.4% 1.07 1.1% 81% False False 18,239
20 97.95 92.38 5.57 5.7% 1.13 1.2% 82% False False 14,980
40 99.46 92.38 7.08 7.3% 1.11 1.1% 65% False False 12,962
60 100.11 92.38 7.73 8.0% 1.10 1.1% 59% False False 10,334
80 101.55 92.38 9.17 9.5% 1.03 1.1% 50% False False 8,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.89
2.618 99.58
1.618 98.78
1.000 98.29
0.618 97.98
HIGH 97.49
0.618 97.18
0.500 97.09
0.382 97.00
LOW 96.69
0.618 96.20
1.000 95.89
1.618 95.40
2.618 94.60
4.250 93.29
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 97.09 97.25
PP 97.05 97.15
S1 97.00 97.06

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

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