NYMEX Light Sweet Crude Oil Future July 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 39.89 41.10 1.21 3.0% 41.59
High 41.23 41.79 0.56 1.4% 42.73
Low 39.88 40.80 0.92 2.3% 40.10
Close 40.89 41.78 0.89 2.2% 40.33
Range 1.35 0.99 -0.36 -26.7% 2.63
ATR 1.24 1.22 -0.02 -1.4% 0.00
Volume 8,275 2,312 -5,963 -72.1% 45,689
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.43 44.09 42.32
R3 43.44 43.10 42.05
R2 42.45 42.45 41.96
R1 42.11 42.11 41.87 42.28
PP 41.46 41.46 41.46 41.54
S1 41.12 41.12 41.69 41.29
S2 40.47 40.47 41.60
S3 39.48 40.13 41.51
S4 38.49 39.14 41.24
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.94 47.27 41.78
R3 46.31 44.64 41.05
R2 43.68 43.68 40.81
R1 42.01 42.01 40.57 41.53
PP 41.05 41.05 41.05 40.82
S1 39.38 39.38 40.09 38.90
S2 38.42 38.42 39.85
S3 35.79 36.75 39.61
S4 33.16 34.12 38.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.79 39.50 2.29 5.5% 0.89 2.1% 100% True False 6,488
10 42.77 39.50 3.27 7.8% 1.10 2.6% 70% False False 8,808
20 48.29 39.50 8.79 21.0% 1.21 2.9% 26% False False 9,415
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.00
2.618 44.38
1.618 43.39
1.000 42.78
0.618 42.40
HIGH 41.79
0.618 41.41
0.500 41.30
0.382 41.18
LOW 40.80
0.618 40.19
1.000 39.81
1.618 39.20
2.618 38.21
4.250 36.59
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 41.62 41.41
PP 41.46 41.05
S1 41.30 40.68

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

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