NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 95.99 96.43 0.44 0.5% 93.23
High 96.73 97.06 0.33 0.3% 97.06
Low 95.99 96.23 0.24 0.3% 92.95
Close 96.33 96.65 0.32 0.3% 96.65
Range 0.74 0.83 0.09 12.2% 4.11
ATR 1.27 1.24 -0.03 -2.5% 0.00
Volume 73,904 41,567 -32,337 -43.8% 233,377
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.14 98.72 97.11
R3 98.31 97.89 96.88
R2 97.48 97.48 96.80
R1 97.06 97.06 96.73 97.27
PP 96.65 96.65 96.65 96.75
S1 96.23 96.23 96.57 96.44
S2 95.82 95.82 96.50
S3 94.99 95.40 96.42
S4 94.16 94.57 96.19
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 107.88 106.38 98.91
R3 103.77 102.27 97.78
R2 99.66 99.66 97.40
R1 98.16 98.16 97.03 98.91
PP 95.55 95.55 95.55 95.93
S1 94.05 94.05 96.27 94.80
S2 91.44 91.44 95.90
S3 87.33 89.94 95.52
S4 83.22 85.83 94.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.06 92.95 4.11 4.3% 1.14 1.2% 90% True False 46,675
10 97.06 92.21 4.85 5.0% 1.25 1.3% 92% True False 39,889
20 97.06 92.21 4.85 5.0% 1.22 1.3% 92% True False 36,774
40 99.46 92.21 7.25 7.5% 1.23 1.3% 61% False False 36,176
60 99.46 92.21 7.25 7.5% 1.28 1.3% 61% False False 31,222
80 100.65 92.21 8.44 8.7% 1.28 1.3% 53% False False 28,634
100 100.65 92.21 8.44 8.7% 1.25 1.3% 53% False False 26,489
120 100.65 88.11 12.54 13.0% 1.25 1.3% 68% False False 26,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.59
2.618 99.23
1.618 98.40
1.000 97.89
0.618 97.57
HIGH 97.06
0.618 96.74
0.500 96.65
0.382 96.55
LOW 96.23
0.618 95.72
1.000 95.40
1.618 94.89
2.618 94.06
4.250 92.70
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 96.65 96.50
PP 96.65 96.34
S1 96.65 96.19

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

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