NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 42.72 41.61 -1.11 -2.6% 43.05
High 43.37 41.61 -1.76 -4.1% 43.92
Low 41.03 39.09 -1.94 -4.7% 41.03
Close 41.39 39.30 -2.09 -5.0% 41.39
Range 2.34 2.52 0.18 7.7% 2.89
ATR 1.63 1.69 0.06 3.9% 0.00
Volume 118,057 264,152 146,095 123.7% 544,329
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.56 45.95 40.69
R3 45.04 43.43 39.99
R2 42.52 42.52 39.76
R1 40.91 40.91 39.53 40.46
PP 40.00 40.00 40.00 39.77
S1 38.39 38.39 39.07 37.94
S2 37.48 37.48 38.84
S3 34.96 35.87 38.61
S4 32.44 33.35 37.91
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 50.78 48.98 42.98
R3 47.89 46.09 42.18
R2 45.00 45.00 41.92
R1 43.20 43.20 41.65 42.66
PP 42.11 42.11 42.11 41.84
S1 40.31 40.31 41.13 39.77
S2 39.22 39.22 40.86
S3 36.33 37.42 40.60
S4 33.44 34.53 39.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.49 39.09 4.40 11.2% 1.91 4.9% 5% False True 144,141
10 44.82 39.09 5.73 14.6% 1.75 4.5% 4% False True 112,737
20 47.16 39.09 8.07 20.5% 1.60 4.1% 3% False True 95,844
40 51.85 39.09 12.76 32.5% 1.59 4.0% 2% False True 66,596
60 52.60 39.09 13.51 34.4% 1.62 4.1% 2% False True 52,261
80 52.60 39.09 13.51 34.4% 1.77 4.5% 2% False True 44,188
100 54.03 39.09 14.94 38.0% 1.67 4.3% 1% False True 37,491
120 63.11 39.09 24.02 61.1% 1.65 4.2% 1% False True 32,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 52.32
2.618 48.21
1.618 45.69
1.000 44.13
0.618 43.17
HIGH 41.61
0.618 40.65
0.500 40.35
0.382 40.05
LOW 39.09
0.618 37.53
1.000 36.57
1.618 35.01
2.618 32.49
4.250 28.38
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 40.35 41.23
PP 40.00 40.59
S1 39.65 39.94

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

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