NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 38.00 36.70 -1.30 -3.4% 35.90
High 38.09 37.94 -0.15 -0.4% 38.28
Low 36.60 36.66 0.06 0.2% 35.35
Close 36.81 37.87 1.06 2.9% 38.10
Range 1.49 1.28 -0.21 -14.1% 2.93
ATR 1.50 1.49 -0.02 -1.1% 0.00
Volume 220,644 241,945 21,301 9.7% 1,180,874
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.33 40.88 38.57
R3 40.05 39.60 38.22
R2 38.77 38.77 38.10
R1 38.32 38.32 37.99 38.55
PP 37.49 37.49 37.49 37.60
S1 37.04 37.04 37.75 37.27
S2 36.21 36.21 37.64
S3 34.93 35.76 37.52
S4 33.65 34.48 37.17
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.03 45.00 39.71
R3 43.10 42.07 38.91
R2 40.17 40.17 38.64
R1 39.14 39.14 38.37 39.66
PP 37.24 37.24 37.24 37.50
S1 36.21 36.21 37.83 36.73
S2 34.31 34.31 37.56
S3 31.38 33.28 37.29
S4 28.45 30.35 36.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.28 35.66 2.62 6.9% 1.24 3.3% 84% False False 269,076
10 39.13 35.35 3.78 10.0% 1.31 3.5% 67% False False 291,268
20 43.49 35.35 8.14 21.5% 1.56 4.1% 31% False False 247,206
40 50.02 35.35 14.67 38.7% 1.54 4.1% 17% False False 158,790
60 52.60 35.35 17.25 45.6% 1.59 4.2% 15% False False 117,248
80 52.60 35.35 17.25 45.6% 1.60 4.2% 15% False False 93,132
100 52.60 35.35 17.25 45.6% 1.70 4.5% 15% False False 78,535
120 56.31 35.35 20.96 55.3% 1.64 4.3% 12% False False 66,734
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.38
2.618 41.29
1.618 40.01
1.000 39.22
0.618 38.73
HIGH 37.94
0.618 37.45
0.500 37.30
0.382 37.15
LOW 36.66
0.618 35.87
1.000 35.38
1.618 34.59
2.618 33.31
4.250 31.22
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 37.68 37.73
PP 37.49 37.58
S1 37.30 37.44

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

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