NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 35.90 35.80 -0.10 -0.3% 36.99
High 36.10 36.54 0.44 1.2% 39.13
Low 35.35 35.66 0.31 0.9% 35.68
Close 35.81 36.14 0.33 0.9% 36.06
Range 0.75 0.88 0.13 17.3% 3.45
ATR 1.58 1.53 -0.05 -3.2% 0.00
Volume 298,080 302,263 4,183 1.4% 1,503,981
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 38.75 38.33 36.62
R3 37.87 37.45 36.38
R2 36.99 36.99 36.30
R1 36.57 36.57 36.22 36.78
PP 36.11 36.11 36.11 36.22
S1 35.69 35.69 36.06 35.90
S2 35.23 35.23 35.98
S3 34.35 34.81 35.90
S4 33.47 33.93 35.66
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.31 45.13 37.96
R3 43.86 41.68 37.01
R2 40.41 40.41 36.69
R1 38.23 38.23 36.38 37.60
PP 36.96 36.96 36.96 36.64
S1 34.78 34.78 35.74 34.15
S2 33.51 33.51 35.43
S3 30.06 31.33 35.11
S4 26.61 27.88 34.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.53 35.35 3.18 8.8% 1.20 3.3% 25% False False 319,230
10 40.34 35.35 4.99 13.8% 1.44 4.0% 16% False False 282,752
20 44.82 35.35 9.47 26.2% 1.57 4.4% 8% False False 209,076
40 50.02 35.35 14.67 40.6% 1.59 4.4% 5% False False 136,453
60 52.60 35.35 17.25 47.7% 1.61 4.4% 5% False False 101,248
80 52.60 35.35 17.25 47.7% 1.73 4.8% 5% False False 81,548
100 52.60 35.35 17.25 47.7% 1.70 4.7% 5% False False 68,467
120 58.89 35.35 23.54 65.1% 1.68 4.7% 3% False False 58,276
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.28
2.618 38.84
1.618 37.96
1.000 37.42
0.618 37.08
HIGH 36.54
0.618 36.20
0.500 36.10
0.382 36.00
LOW 35.66
0.618 35.12
1.000 34.78
1.618 34.24
2.618 33.36
4.250 31.92
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 36.13 36.15
PP 36.11 36.14
S1 36.10 36.14

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

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