NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 39.61 38.33 -1.28 -3.2% 42.68
High 39.82 39.14 -0.68 -1.7% 42.70
Low 38.18 37.33 -0.85 -2.2% 38.18
Close 38.57 38.75 0.18 0.5% 38.57
Range 1.64 1.81 0.17 10.4% 4.52
ATR 1.61 1.63 0.01 0.9% 0.00
Volume 142,521 120,275 -22,246 -15.6% 726,700
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.84 43.10 39.75
R3 42.03 41.29 39.25
R2 40.22 40.22 39.08
R1 39.48 39.48 38.92 39.85
PP 38.41 38.41 38.41 38.59
S1 37.67 37.67 38.58 38.04
S2 36.60 36.60 38.42
S3 34.79 35.86 38.25
S4 32.98 34.05 37.75
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 53.38 50.49 41.06
R3 48.86 45.97 39.81
R2 44.34 44.34 39.40
R1 41.45 41.45 38.98 40.64
PP 39.82 39.82 39.82 39.41
S1 36.93 36.93 38.16 36.12
S2 35.30 35.30 37.74
S3 30.78 32.41 37.33
S4 26.26 27.89 36.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.44 37.33 4.11 10.6% 1.60 4.1% 35% False True 144,248
10 44.45 37.33 7.12 18.4% 1.72 4.4% 20% False True 112,451
20 45.93 37.33 8.60 22.2% 1.59 4.1% 17% False True 82,934
40 50.70 37.33 13.37 34.5% 1.53 4.0% 11% False True 61,630
60 53.01 37.33 15.68 40.5% 1.58 4.1% 9% False True 51,197
80 53.08 37.33 15.75 40.6% 1.77 4.6% 9% False True 44,648
100 53.08 37.33 15.75 40.6% 1.68 4.3% 9% False True 39,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.83
2.618 43.88
1.618 42.07
1.000 40.95
0.618 40.26
HIGH 39.14
0.618 38.45
0.500 38.24
0.382 38.02
LOW 37.33
0.618 36.21
1.000 35.52
1.618 34.40
2.618 32.59
4.250 29.64
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 38.58 38.85
PP 38.41 38.82
S1 38.24 38.78

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

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