NYMEX Light Sweet Crude Oil Future June 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 97.47 97.69 0.22 0.2% 96.97
High 97.79 98.60 0.81 0.8% 98.60
Low 97.30 97.58 0.28 0.3% 96.54
Close 97.59 98.19 0.60 0.6% 98.19
Range 0.49 1.02 0.53 108.2% 2.06
ATR 1.01 1.01 0.00 0.1% 0.00
Volume 12,619 11,290 -1,329 -10.5% 75,267
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.18 100.71 98.75
R3 100.16 99.69 98.47
R2 99.14 99.14 98.38
R1 98.67 98.67 98.28 98.91
PP 98.12 98.12 98.12 98.24
S1 97.65 97.65 98.10 97.89
S2 97.10 97.10 98.00
S3 96.08 96.63 97.91
S4 95.06 95.61 97.63
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.96 103.13 99.32
R3 101.90 101.07 98.76
R2 99.84 99.84 98.57
R1 99.01 99.01 98.38 99.43
PP 97.78 97.78 97.78 97.98
S1 96.95 96.95 98.00 97.37
S2 95.72 95.72 97.81
S3 93.66 94.89 97.62
S4 91.60 92.83 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 96.22 2.38 2.4% 0.73 0.7% 83% True False 24,119
10 98.60 95.10 3.50 3.6% 0.89 0.9% 88% True False 25,908
20 98.60 92.65 5.95 6.1% 0.99 1.0% 93% True False 33,842
40 98.60 92.21 6.39 6.5% 1.11 1.1% 94% True False 34,598
60 99.46 92.21 7.25 7.4% 1.17 1.2% 82% False False 33,343
80 99.49 92.21 7.28 7.4% 1.21 1.2% 82% False False 30,082
100 100.65 92.21 8.44 8.6% 1.21 1.2% 71% False False 27,965
120 100.65 92.21 8.44 8.6% 1.19 1.2% 71% False False 26,931
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 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.94
2.618 101.27
1.618 100.25
1.000 99.62
0.618 99.23
HIGH 98.60
0.618 98.21
0.500 98.09
0.382 97.97
LOW 97.58
0.618 96.95
1.000 96.56
1.618 95.93
2.618 94.91
4.250 93.25
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 98.16 97.98
PP 98.12 97.78
S1 98.09 97.57

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

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