NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 39.15 39.41 0.26 0.7% 40.96
High 39.55 40.78 1.23 3.1% 42.30
Low 38.97 39.26 0.29 0.7% 39.44
Close 39.14 40.38 1.24 3.2% 39.70
Range 0.58 1.52 0.94 162.1% 2.86
ATR 1.36 1.38 0.02 1.5% 0.00
Volume 35,745 34,797 -948 -2.7% 199,791
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.70 44.06 41.22
R3 43.18 42.54 40.80
R2 41.66 41.66 40.66
R1 41.02 41.02 40.52 41.34
PP 40.14 40.14 40.14 40.30
S1 39.50 39.50 40.24 39.82
S2 38.62 38.62 40.10
S3 37.10 37.98 39.96
S4 35.58 36.46 39.54
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 40.80 38.89 1.91 4.7% 1.02 2.5% 78% False False 29,089
10 42.73 38.89 3.84 9.5% 1.23 3.0% 39% False False 39,032
20 48.02 38.89 9.13 22.6% 1.39 3.5% 16% False False 37,643
40 52.04 38.89 13.15 32.6% 1.45 3.6% 11% False False 33,271
60 53.77 38.89 14.88 36.8% 1.47 3.6% 10% False False 31,596
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 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.24
2.618 44.76
1.618 43.24
1.000 42.30
0.618 41.72
HIGH 40.78
0.618 40.20
0.500 40.02
0.382 39.84
LOW 39.26
0.618 38.32
1.000 37.74
1.618 36.80
2.618 35.28
4.250 32.80
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 40.26 40.20
PP 40.14 40.02
S1 40.02 39.84

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

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