NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 38.29 36.99 -1.30 -3.4% 41.61
High 38.53 37.97 -0.56 -1.5% 41.61
Low 36.82 36.10 -0.72 -2.0% 36.82
Close 37.25 37.60 0.35 0.9% 37.25
Range 1.71 1.87 0.16 9.4% 4.79
ATR 1.67 1.69 0.01 0.8% 0.00
Volume 228,159 234,759 6,600 2.9% 1,340,123
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.83 42.09 38.63
R3 40.96 40.22 38.11
R2 39.09 39.09 37.94
R1 38.35 38.35 37.77 38.72
PP 37.22 37.22 37.22 37.41
S1 36.48 36.48 37.43 36.85
S2 35.35 35.35 37.26
S3 33.48 34.61 37.09
S4 31.61 32.74 36.57
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 52.93 49.88 39.88
R3 48.14 45.09 38.57
R2 43.35 43.35 38.13
R1 40.30 40.30 37.69 39.43
PP 38.56 38.56 38.56 38.13
S1 35.51 35.51 36.81 34.64
S2 33.77 33.77 36.37
S3 28.98 30.72 35.93
S4 24.19 25.93 34.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.34 36.10 4.24 11.3% 1.68 4.5% 35% False True 262,146
10 43.49 36.10 7.39 19.7% 1.80 4.8% 20% False True 203,143
20 44.82 36.10 8.72 23.2% 1.65 4.4% 17% False True 144,474
40 50.02 36.10 13.92 37.0% 1.59 4.2% 11% False True 95,805
60 52.60 36.10 16.50 43.9% 1.63 4.3% 9% False True 72,087
80 52.60 36.10 16.50 43.9% 1.80 4.8% 9% False True 59,555
100 52.60 36.10 16.50 43.9% 1.70 4.5% 9% False True 50,278
120 62.08 36.10 25.98 69.1% 1.68 4.5% 6% False True 42,880
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.92
2.618 42.87
1.618 41.00
1.000 39.84
0.618 39.13
HIGH 37.97
0.618 37.26
0.500 37.04
0.382 36.81
LOW 36.10
0.618 34.94
1.000 34.23
1.618 33.07
2.618 31.20
4.250 28.15
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 37.41 37.61
PP 37.22 37.60
S1 37.04 37.60

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

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