NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 39.30 39.21 -0.09 -0.2% 43.05
High 40.05 40.34 0.29 0.7% 43.92
Low 38.29 38.30 0.01 0.0% 41.03
Close 39.01 38.72 -0.29 -0.7% 41.39
Range 1.76 2.04 0.28 15.9% 2.89
ATR 1.69 1.72 0.02 1.5% 0.00
Volume 352,770 266,971 -85,799 -24.3% 544,329
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.24 44.02 39.84
R3 43.20 41.98 39.28
R2 41.16 41.16 39.09
R1 39.94 39.94 38.91 39.53
PP 39.12 39.12 39.12 38.92
S1 37.90 37.90 38.53 37.49
S2 37.08 37.08 38.35
S3 35.04 35.86 38.16
S4 33.00 33.82 37.60
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 50.78 48.98 42.98
R3 47.89 46.09 42.18
R2 45.00 45.00 41.92
R1 43.20 43.20 41.65 42.66
PP 42.11 42.11 42.11 41.84
S1 40.31 40.31 41.13 39.77
S2 39.22 39.22 40.86
S3 36.33 37.42 40.60
S4 33.44 34.53 39.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.37 38.29 5.08 13.1% 2.07 5.4% 8% False False 224,273
10 44.63 38.29 6.34 16.4% 1.75 4.5% 7% False False 154,233
20 46.38 38.29 8.09 20.9% 1.67 4.3% 5% False False 120,501
40 50.02 38.29 11.73 30.3% 1.56 4.0% 4% False False 80,666
60 52.60 38.29 14.31 37.0% 1.65 4.3% 3% False False 61,632
80 52.60 38.29 14.31 37.0% 1.80 4.6% 3% False False 51,619
100 54.03 38.29 15.74 40.7% 1.69 4.4% 3% False False 43,609
120 63.11 38.29 24.82 64.1% 1.67 4.3% 2% False False 37,249
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 False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.01
2.618 45.68
1.618 43.64
1.000 42.38
0.618 41.60
HIGH 40.34
0.618 39.56
0.500 39.32
0.382 39.08
LOW 38.30
0.618 37.04
1.000 36.26
1.618 35.00
2.618 32.96
4.250 29.63
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 39.32 39.95
PP 39.12 39.54
S1 38.92 39.13

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

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