NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 39.60 39.15 -0.45 -1.1% 40.96
High 39.70 39.55 -0.15 -0.4% 42.30
Low 38.89 38.97 0.08 0.2% 39.44
Close 39.19 39.14 -0.05 -0.1% 39.70
Range 0.81 0.58 -0.23 -28.4% 2.86
ATR 1.42 1.36 -0.06 -4.2% 0.00
Volume 24,108 35,745 11,637 48.3% 199,791
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.96 40.63 39.46
R3 40.38 40.05 39.30
R2 39.80 39.80 39.25
R1 39.47 39.47 39.19 39.35
PP 39.22 39.22 39.22 39.16
S1 38.89 38.89 39.09 38.77
S2 38.64 38.64 39.03
S3 38.06 38.31 38.98
S4 37.48 37.73 38.82
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.06 47.24 41.27
R3 46.20 44.38 40.49
R2 43.34 43.34 40.22
R1 41.52 41.52 39.96 41.00
PP 40.48 40.48 40.48 40.22
S1 38.66 38.66 39.44 38.14
S2 37.62 37.62 39.18
S3 34.76 35.80 38.91
S4 31.90 32.94 38.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.77 38.89 2.88 7.4% 1.04 2.6% 9% False False 31,899
10 43.51 38.89 4.62 11.8% 1.26 3.2% 5% False False 41,035
20 48.02 38.89 9.13 23.3% 1.39 3.6% 3% False False 37,651
40 52.04 38.89 13.15 33.6% 1.44 3.7% 2% False False 33,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 42.02
2.618 41.07
1.618 40.49
1.000 40.13
0.618 39.91
HIGH 39.55
0.618 39.33
0.500 39.26
0.382 39.19
LOW 38.97
0.618 38.61
1.000 38.39
1.618 38.03
2.618 37.45
4.250 36.51
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 39.26 39.72
PP 39.22 39.53
S1 39.18 39.33

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

View Archives - Comment on this page... - Back to Index of Symbols