NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 41.11 39.90 -1.21 -2.9% 39.60
High 41.11 41.07 -0.04 -0.1% 41.31
Low 39.79 39.80 0.01 0.0% 38.89
Close 40.04 41.01 0.97 2.4% 41.25
Range 1.32 1.27 -0.05 -3.8% 2.42
ATR 1.37 1.36 -0.01 -0.5% 0.00
Volume 14,105 12,539 -1,566 -11.1% 111,304
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.44 43.99 41.71
R3 43.17 42.72 41.36
R2 41.90 41.90 41.24
R1 41.45 41.45 41.13 41.68
PP 40.63 40.63 40.63 40.74
S1 40.18 40.18 40.89 40.41
S2 39.36 39.36 40.78
S3 38.09 38.91 40.66
S4 36.82 37.64 40.31
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 38.97 2.34 5.7% 1.15 2.8% 87% False False 22,768
10 42.30 38.89 3.41 8.3% 1.19 2.9% 62% False False 28,086
20 46.54 38.89 7.65 18.7% 1.38 3.4% 28% False False 36,678
40 52.04 38.89 13.15 32.1% 1.41 3.4% 16% False False 31,966
60 53.77 38.89 14.88 36.3% 1.45 3.5% 14% False False 31,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.47
2.618 44.39
1.618 43.12
1.000 42.34
0.618 41.85
HIGH 41.07
0.618 40.58
0.500 40.44
0.382 40.29
LOW 39.80
0.618 39.02
1.000 38.53
1.618 37.75
2.618 36.48
4.250 34.40
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 40.82 40.86
PP 40.63 40.70
S1 40.44 40.55

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

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