NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	40.35	40.49	0.14	0.3%	42.20
High	40.66	41.74	1.08	2.7%	43.24
Low	40.16	40.38	0.22	0.5%	40.76
Close	40.23	41.37	1.14	2.8%	40.91
Range	0.50	1.36	0.86	172.0%	2.48
ATR	1.15	1.18	0.03	2.2%	0.00
Volume	4,751	4,580	-171	-3.6%	20,148

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	45.24	44.67	42.12
R3	43.88	43.31	41.74
R2	42.52	42.52	41.62
R1	41.95	41.95	41.49	42.24
PP	41.16	41.16	41.16	41.31
S1	40.59	40.59	41.25	40.88
S2	39.80	39.80	41.12
S3	38.44	39.23	41.00
S4	37.08	37.87	40.62

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.08	47.47	42.27
R3	46.60	44.99	41.59
R2	44.12	44.12	41.36
R1	42.51	42.51	41.14	42.08
PP	41.64	41.64	41.64	41.42
S1	40.03	40.03	40.68	39.60
S2	39.16	39.16	40.46
S3	36.68	37.55	40.23
S4	34.20	35.07	39.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.89	40.16	1.73	4.2%	0.85	2.1%	70%	False	False	4,160
10	43.67	40.16	3.51	8.5%	1.02	2.5%	34%	False	False	6,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	47.52
2.618	45.30
1.618	43.94
1.000	43.10
0.618	42.58
HIGH	41.74
0.618	41.22
0.500	41.06
0.382	40.90
LOW	40.38
0.618	39.54
1.000	39.02
1.618	38.18
2.618	36.82
4.250	34.60

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	41.27	41.23
PP	41.16	41.09
S1	41.06	40.95

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols