NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 38.06 37.05 -1.01 -2.7% 41.61
High 38.53 37.08 -1.45 -3.8% 41.61
Low 36.54 35.96 -0.58 -1.6% 36.82
Close 36.75 36.27 -0.48 -1.3% 37.25
Range 1.99 1.12 -0.87 -43.7% 4.79
ATR 1.72 1.67 -0.04 -2.5% 0.00
Volume 300,698 292,565 -8,133 -2.7% 1,340,123
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 39.80 39.15 36.89
R3 38.68 38.03 36.58
R2 37.56 37.56 36.48
R1 36.91 36.91 36.37 36.68
PP 36.44 36.44 36.44 36.32
S1 35.79 35.79 36.17 35.56
S2 35.32 35.32 36.06
S3 34.20 34.67 35.96
S4 33.08 33.55 35.65
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 39.13 35.96 3.17 8.7% 1.70 4.7% 10% False True 265,918
10 43.37 35.96 7.41 20.4% 1.82 5.0% 4% False True 255,961
20 44.82 35.96 8.86 24.4% 1.66 4.6% 3% False True 174,826
40 50.02 35.96 14.06 38.8% 1.61 4.5% 2% False True 114,489
60 52.60 35.96 16.64 45.9% 1.62 4.5% 2% False True 85,590
80 52.60 35.96 16.64 45.9% 1.80 5.0% 2% False True 69,788
100 52.60 35.96 16.64 45.9% 1.71 4.7% 2% False True 58,729
120 61.44 35.96 25.48 70.3% 1.69 4.7% 1% False True 50,029
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 41.84
2.618 40.01
1.618 38.89
1.000 38.20
0.618 37.77
HIGH 37.08
0.618 36.65
0.500 36.52
0.382 36.39
LOW 35.96
0.618 35.27
1.000 34.84
1.618 34.15
2.618 33.03
4.250 31.20
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 36.52 37.55
PP 36.44 37.12
S1 36.35 36.70

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

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