NYMEX Light Sweet Crude Oil Future July 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 96.09 96.03 -0.06 -0.1% 93.15
High 96.23 96.03 -0.20 -0.2% 96.00
Low 95.33 95.39 0.06 0.1% 93.15
Close 95.68 95.59 -0.09 -0.1% 95.97
Range 0.90 0.64 -0.26 -28.9% 2.85
ATR 0.95 0.93 -0.02 -2.3% 0.00
Volume 15,620 10,007 -5,613 -35.9% 38,533
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.59 97.23 95.94
R3 96.95 96.59 95.77
R2 96.31 96.31 95.71
R1 95.95 95.95 95.65 95.81
PP 95.67 95.67 95.67 95.60
S1 95.31 95.31 95.53 95.17
S2 95.03 95.03 95.47
S3 94.39 94.67 95.41
S4 93.75 94.03 95.24
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.59 102.63 97.54
R3 100.74 99.78 96.75
R2 97.89 97.89 96.49
R1 96.93 96.93 96.23 97.41
PP 95.04 95.04 95.04 95.28
S1 94.08 94.08 95.71 94.56
S2 92.19 92.19 95.45
S3 89.34 91.23 95.19
S4 86.49 88.38 94.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.60 95.33 1.27 1.3% 0.66 0.7% 20% False False 9,922
10 96.60 92.42 4.18 4.4% 0.80 0.8% 76% False False 8,513
20 96.60 91.97 4.63 4.8% 0.86 0.9% 78% False False 7,706
40 97.78 91.97 5.81 6.1% 0.89 0.9% 62% False False 6,162
60 98.67 91.97 6.70 7.0% 0.86 0.9% 54% False False 4,784
80 99.49 91.97 7.52 7.9% 0.84 0.9% 48% False False 4,084
100 99.49 91.97 7.52 7.9% 0.80 0.8% 48% False False 3,640
120 99.49 89.40 10.09 10.6% 0.73 0.8% 61% False False 3,549
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.75
2.618 97.71
1.618 97.07
1.000 96.67
0.618 96.43
HIGH 96.03
0.618 95.79
0.500 95.71
0.382 95.63
LOW 95.39
0.618 94.99
1.000 94.75
1.618 94.35
2.618 93.71
4.250 92.67
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 95.71 95.97
PP 95.67 95.84
S1 95.63 95.72

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

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