NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 43.90 42.62 -1.28 -2.9% 43.94
High 44.23 44.31 0.08 0.2% 45.93
Low 42.37 42.60 0.23 0.5% 42.94
Close 42.49 43.60 1.11 2.6% 44.10
Range 1.86 1.71 -0.15 -8.1% 2.99
ATR 1.51 1.53 0.02 1.5% 0.00
Volume 82,214 67,376 -14,838 -18.0% 201,445
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.63 47.83 44.54
R3 46.92 46.12 44.07
R2 45.21 45.21 43.91
R1 44.41 44.41 43.76 44.81
PP 43.50 43.50 43.50 43.71
S1 42.70 42.70 43.44 43.10
S2 41.79 41.79 43.29
S3 40.08 40.99 43.13
S4 38.37 39.28 42.66
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 53.29 51.69 45.74
R3 50.30 48.70 44.92
R2 47.31 47.31 44.65
R1 45.71 45.71 44.37 46.51
PP 44.32 44.32 44.32 44.73
S1 42.72 42.72 43.83 43.52
S2 41.33 41.33 43.55
S3 38.34 39.73 43.28
S4 35.35 36.74 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.66 42.37 3.29 7.5% 1.46 3.3% 37% False False 56,921
10 45.93 42.37 3.56 8.2% 1.48 3.4% 35% False False 57,062
20 48.99 42.37 6.62 15.2% 1.45 3.3% 19% False False 55,467
40 53.01 42.37 10.64 24.4% 1.52 3.5% 12% False False 44,550
60 53.01 42.37 10.64 24.4% 1.57 3.6% 12% False False 38,886
80 53.08 41.25 11.83 27.1% 1.72 4.0% 20% False False 35,341
100 56.34 41.25 15.09 34.6% 1.63 3.7% 16% False False 30,773
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.58
2.618 48.79
1.618 47.08
1.000 46.02
0.618 45.37
HIGH 44.31
0.618 43.66
0.500 43.46
0.382 43.25
LOW 42.60
0.618 41.54
1.000 40.89
1.618 39.83
2.618 38.12
4.250 35.33
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 43.55 43.53
PP 43.50 43.46
S1 43.46 43.39

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

View Archives - Comment on this page... - Back to Index of Symbols