NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 40.68 41.11 0.43 1.1% 39.60
High 41.31 41.11 -0.20 -0.5% 41.31
Low 40.23 39.79 -0.44 -1.1% 38.89
Close 41.25 40.04 -1.21 -2.9% 41.25
Range 1.08 1.32 0.24 22.2% 2.42
ATR 1.36 1.37 0.01 0.5% 0.00
Volume 16,654 14,105 -2,549 -15.3% 111,304
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.27 43.48 40.77
R3 42.95 42.16 40.40
R2 41.63 41.63 40.28
R1 40.84 40.84 40.16 40.58
PP 40.31 40.31 40.31 40.18
S1 39.52 39.52 39.92 39.26
S2 38.99 38.99 39.80
S3 37.67 38.20 39.68
S4 36.35 36.88 39.31
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.74 46.92 42.58
R3 45.32 44.50 41.92
R2 42.90 42.90 41.69
R1 42.08 42.08 41.47 42.49
PP 40.48 40.48 40.48 40.69
S1 39.66 39.66 41.03 40.07
S2 38.06 38.06 40.81
S3 35.64 37.24 40.58
S4 33.22 34.82 39.92
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 6.0% 1.06 2.7% 48% False False 25,081
10 42.30 38.89 3.41 8.5% 1.24 3.1% 34% False False 32,520
20 47.03 38.89 8.14 20.3% 1.37 3.4% 14% False False 37,284
40 52.04 38.89 13.15 32.8% 1.41 3.5% 9% False False 32,291
60 53.77 38.89 14.88 37.2% 1.45 3.6% 8% False False 31,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.72
2.618 44.57
1.618 43.25
1.000 42.43
0.618 41.93
HIGH 41.11
0.618 40.61
0.500 40.45
0.382 40.29
LOW 39.79
0.618 38.97
1.000 38.47
1.618 37.65
2.618 36.33
4.250 34.18
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 40.45 40.29
PP 40.31 40.20
S1 40.18 40.12

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

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