NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 39.41 40.68 1.27 3.2% 40.96
High 40.78 41.31 0.53 1.3% 42.30
Low 39.26 40.23 0.97 2.5% 39.44
Close 40.38 41.25 0.87 2.2% 39.70
Range 1.52 1.08 -0.44 -28.9% 2.86
ATR 1.38 1.36 -0.02 -1.6% 0.00
Volume 34,797 16,654 -18,143 -52.1% 199,791
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.17 43.79 41.84
R3 43.09 42.71 41.55
R2 42.01 42.01 41.45
R1 41.63 41.63 41.35 41.82
PP 40.93 40.93 40.93 41.03
S1 40.55 40.55 41.15 40.74
S2 39.85 39.85 41.05
S3 38.77 39.47 40.95
S4 37.69 38.39 40.66
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 41.31 38.89 2.42 5.9% 1.02 2.5% 98% True False 26,462
10 42.30 38.89 3.41 8.3% 1.26 3.1% 69% False False 36,125
20 47.83 38.89 8.94 21.7% 1.38 3.3% 26% False False 37,218
40 52.04 38.89 13.15 31.9% 1.41 3.4% 18% False False 32,652
60 53.77 38.89 14.88 36.1% 1.47 3.6% 16% False False 31,519
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.90
2.618 44.14
1.618 43.06
1.000 42.39
0.618 41.98
HIGH 41.31
0.618 40.90
0.500 40.77
0.382 40.64
LOW 40.23
0.618 39.56
1.000 39.15
1.618 38.48
2.618 37.40
4.250 35.64
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 41.09 40.88
PP 40.93 40.51
S1 40.77 40.14

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

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