NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 40.36 40.09 -0.27 -0.7% 44.10
High 41.44 40.37 -1.07 -2.6% 44.93
Low 39.46 39.42 -0.04 -0.1% 42.22
Close 39.95 39.78 -0.17 -0.4% 42.54
Range 1.98 0.95 -1.03 -52.0% 2.71
ATR 1.66 1.61 -0.05 -3.1% 0.00
Volume 154,592 124,284 -30,308 -19.6% 325,922
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.71 42.19 40.30
R3 41.76 41.24 40.04
R2 40.81 40.81 39.95
R1 40.29 40.29 39.87 40.08
PP 39.86 39.86 39.86 39.75
S1 39.34 39.34 39.69 39.13
S2 38.91 38.91 39.61
S3 37.96 38.39 39.52
S4 37.01 37.44 39.26
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 44.45 39.42 5.03 12.6% 1.82 4.6% 7% False True 130,457
10 45.66 39.42 6.24 15.7% 1.64 4.1% 6% False True 93,689
20 46.20 39.42 6.78 17.0% 1.59 4.0% 5% False True 75,404
40 50.70 39.42 11.28 28.4% 1.52 3.8% 3% False True 56,466
60 53.01 39.42 13.59 34.2% 1.59 4.0% 3% False True 47,618
80 53.08 39.42 13.66 34.3% 1.78 4.5% 3% False True 42,165
100 53.88 39.42 14.46 36.3% 1.67 4.2% 2% False True 36,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 44.41
2.618 42.86
1.618 41.91
1.000 41.32
0.618 40.96
HIGH 40.37
0.618 40.01
0.500 39.90
0.382 39.78
LOW 39.42
0.618 38.83
1.000 38.47
1.618 37.88
2.618 36.93
4.250 35.38
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 39.90 40.43
PP 39.86 40.21
S1 39.82 40.00

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

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