NYMEX Light Sweet Crude Oil Future May 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 97.86 97.45 -0.41 -0.4% 96.18
High 97.95 98.34 0.39 0.4% 97.93
Low 97.47 97.44 -0.03 0.0% 95.71
Close 97.71 98.31 0.60 0.6% 97.91
Range 0.48 0.90 0.42 87.5% 2.22
ATR 1.04 1.03 -0.01 -0.9% 0.00
Volume 17,272 13,359 -3,913 -22.7% 75,698
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.73 100.42 98.81
R3 99.83 99.52 98.56
R2 98.93 98.93 98.48
R1 98.62 98.62 98.39 98.78
PP 98.03 98.03 98.03 98.11
S1 97.72 97.72 98.23 97.88
S2 97.13 97.13 98.15
S3 96.23 96.82 98.06
S4 95.33 95.92 97.82
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.84 103.10 99.13
R3 101.62 100.88 98.52
R2 99.40 99.40 98.32
R1 98.66 98.66 98.11 99.03
PP 97.18 97.18 97.18 97.37
S1 96.44 96.44 97.71 96.81
S2 94.96 94.96 97.50
S3 92.74 94.22 97.30
S4 90.52 92.00 96.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.34 96.23 2.11 2.1% 0.83 0.8% 99% True False 16,690
10 98.34 95.71 2.63 2.7% 0.93 0.9% 99% True False 16,928
20 98.34 92.38 5.96 6.1% 1.04 1.1% 99% True False 16,347
40 98.34 92.38 5.96 6.1% 1.05 1.1% 99% True False 13,925
60 100.11 92.38 7.73 7.9% 1.08 1.1% 77% False False 11,922
80 100.38 92.38 8.00 8.1% 1.05 1.1% 74% False False 9,876
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.17
2.618 100.70
1.618 99.80
1.000 99.24
0.618 98.90
HIGH 98.34
0.618 98.00
0.500 97.89
0.382 97.78
LOW 97.44
0.618 96.88
1.000 96.54
1.618 95.98
2.618 95.08
4.250 93.62
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 98.17 98.12
PP 98.03 97.93
S1 97.89 97.75

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

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