NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 39.21 38.89 -0.32 -0.8% 43.05
High 40.34 39.11 -1.23 -3.0% 43.92
Low 38.30 38.08 -0.22 -0.6% 41.03
Close 38.72 38.43 -0.29 -0.7% 41.39
Range 2.04 1.03 -1.01 -49.5% 2.89
ATR 1.72 1.67 -0.05 -2.9% 0.00
Volume 266,971 228,071 -38,900 -14.6% 544,329
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.63 41.06 39.00
R3 40.60 40.03 38.71
R2 39.57 39.57 38.62
R1 39.00 39.00 38.52 38.77
PP 38.54 38.54 38.54 38.43
S1 37.97 37.97 38.34 37.74
S2 37.51 37.51 38.24
S3 36.48 36.94 38.15
S4 35.45 35.91 37.86
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 38.08 5.29 13.8% 1.94 5.0% 7% False True 246,004
10 44.63 38.08 6.55 17.0% 1.71 4.4% 5% False True 170,178
20 45.43 38.08 7.35 19.1% 1.65 4.3% 5% False True 128,469
40 50.02 38.08 11.94 31.1% 1.57 4.1% 3% False True 85,758
60 52.60 38.08 14.52 37.8% 1.63 4.2% 2% False True 65,048
80 52.60 38.08 14.52 37.8% 1.80 4.7% 2% False True 54,282
100 53.42 38.08 15.34 39.9% 1.69 4.4% 2% False True 45,821
120 63.11 38.08 25.03 65.1% 1.67 4.3% 1% False True 39,096
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 43.49
2.618 41.81
1.618 40.78
1.000 40.14
0.618 39.75
HIGH 39.11
0.618 38.72
0.500 38.60
0.382 38.47
LOW 38.08
0.618 37.44
1.000 37.05
1.618 36.41
2.618 35.38
4.250 33.70
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 38.60 39.21
PP 38.54 38.95
S1 38.49 38.69

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

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