NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 39.90 40.46 0.56 1.4% 39.60
High 41.07 40.55 -0.52 -1.3% 41.31
Low 39.80 39.72 -0.08 -0.2% 38.89
Close 41.01 39.92 -1.09 -2.7% 41.25
Range 1.27 0.83 -0.44 -34.6% 2.42
ATR 1.36 1.35 0.00 -0.4% 0.00
Volume 12,539 14,167 1,628 13.0% 111,304
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.55 42.07 40.38
R3 41.72 41.24 40.15
R2 40.89 40.89 40.07
R1 40.41 40.41 40.00 40.24
PP 40.06 40.06 40.06 39.98
S1 39.58 39.58 39.84 39.41
S2 39.23 39.23 39.77
S3 38.40 38.75 39.69
S4 37.57 37.92 39.46
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 39.26 2.05 5.1% 1.20 3.0% 32% False False 18,452
10 41.77 38.89 2.88 7.2% 1.12 2.8% 36% False False 25,175
20 46.54 38.89 7.65 19.2% 1.37 3.4% 13% False False 36,206
40 52.04 38.89 13.15 32.9% 1.40 3.5% 8% False False 31,934
60 53.77 38.89 14.88 37.3% 1.43 3.6% 7% False False 30,865
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 44.08
2.618 42.72
1.618 41.89
1.000 41.38
0.618 41.06
HIGH 40.55
0.618 40.23
0.500 40.14
0.382 40.04
LOW 39.72
0.618 39.21
1.000 38.89
1.618 38.38
2.618 37.55
4.250 36.19
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 40.14 40.42
PP 40.06 40.25
S1 39.99 40.09

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

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