NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 35.80 36.47 0.67 1.9% 36.99
High 36.54 37.95 1.41 3.9% 39.13
Low 35.66 36.28 0.62 1.7% 35.68
Close 36.14 37.50 1.36 3.8% 36.06
Range 0.88 1.67 0.79 89.8% 3.45
ATR 1.53 1.55 0.02 1.3% 0.00
Volume 302,263 374,658 72,395 24.0% 1,503,981
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.25 41.55 38.42
R3 40.58 39.88 37.96
R2 38.91 38.91 37.81
R1 38.21 38.21 37.65 38.56
PP 37.24 37.24 37.24 37.42
S1 36.54 36.54 37.35 36.89
S2 35.57 35.57 37.19
S3 33.90 34.87 37.04
S4 32.23 33.20 36.58
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 37.95 35.35 2.60 6.9% 1.14 3.0% 83% True False 334,022
10 39.13 35.35 3.78 10.1% 1.41 3.8% 57% False False 293,521
20 44.63 35.35 9.28 24.7% 1.58 4.2% 23% False False 223,877
40 50.02 35.35 14.67 39.1% 1.60 4.3% 15% False False 144,980
60 52.60 35.35 17.25 46.0% 1.61 4.3% 12% False False 107,263
80 52.60 35.35 17.25 46.0% 1.68 4.5% 12% False False 85,747
100 52.60 35.35 17.25 46.0% 1.70 4.5% 12% False False 72,119
120 56.31 35.35 20.96 55.9% 1.66 4.4% 10% False False 61,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.05
2.618 42.32
1.618 40.65
1.000 39.62
0.618 38.98
HIGH 37.95
0.618 37.31
0.500 37.12
0.382 36.92
LOW 36.28
0.618 35.25
1.000 34.61
1.618 33.58
2.618 31.91
4.250 29.18
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 37.37 37.22
PP 37.24 36.93
S1 37.12 36.65

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

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