NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 42.62 43.77 1.15 2.7% 44.10
High 44.31 44.45 0.14 0.3% 44.93
Low 42.60 42.22 -0.38 -0.9% 42.22
Close 43.60 42.54 -1.06 -2.4% 42.54
Range 1.71 2.23 0.52 30.4% 2.71
ATR 1.53 1.58 0.05 3.3% 0.00
Volume 67,376 68,109 733 1.1% 325,922
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.76 48.38 43.77
R3 47.53 46.15 43.15
R2 45.30 45.30 42.95
R1 43.92 43.92 42.74 43.50
PP 43.07 43.07 43.07 42.86
S1 41.69 41.69 42.34 41.27
S2 40.84 40.84 42.13
S3 38.61 39.46 41.93
S4 36.38 37.23 41.31
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 51.36 49.66 44.03
R3 48.65 46.95 43.29
R2 45.94 45.94 43.04
R1 44.24 44.24 42.79 43.74
PP 43.23 43.23 43.23 42.98
S1 41.53 41.53 42.29 41.03
S2 40.52 40.52 42.04
S3 37.81 38.82 41.79
S4 35.10 36.11 41.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.93 42.22 2.71 6.4% 1.58 3.7% 12% False True 65,184
10 45.93 42.22 3.71 8.7% 1.60 3.8% 9% False True 58,408
20 48.28 42.22 6.06 14.2% 1.50 3.5% 5% False True 56,016
40 53.01 42.22 10.79 25.4% 1.52 3.6% 3% False True 45,192
60 53.01 42.22 10.79 25.4% 1.57 3.7% 3% False True 39,636
80 53.08 41.25 11.83 27.8% 1.74 4.1% 11% False False 35,882
100 55.05 41.25 13.80 32.4% 1.64 3.8% 9% False False 31,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 53.93
2.618 50.29
1.618 48.06
1.000 46.68
0.618 45.83
HIGH 44.45
0.618 43.60
0.500 43.34
0.382 43.07
LOW 42.22
0.618 40.84
1.000 39.99
1.618 38.61
2.618 36.38
4.250 32.74
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 43.34 43.34
PP 43.07 43.07
S1 42.81 42.81

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

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