NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 38.68 39.11 0.43 1.1% 42.68
High 40.18 39.56 -0.62 -1.5% 42.70
Low 38.48 37.71 -0.77 -2.0% 38.18
Close 39.56 37.90 -1.66 -4.2% 38.57
Range 1.70 1.85 0.15 8.8% 4.52
ATR 1.63 1.65 0.02 1.0% 0.00
Volume 134,938 127,201 -7,737 -5.7% 726,700
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.94 42.77 38.92
R3 42.09 40.92 38.41
R2 40.24 40.24 38.24
R1 39.07 39.07 38.07 38.73
PP 38.39 38.39 38.39 38.22
S1 37.22 37.22 37.73 36.88
S2 36.54 36.54 37.56
S3 34.69 35.37 37.39
S4 32.84 33.52 36.88
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 40.37 37.33 3.04 8.0% 1.59 4.2% 19% False False 129,843
10 44.45 37.33 7.12 18.8% 1.78 4.7% 8% False False 124,459
20 45.93 37.33 8.60 22.7% 1.60 4.2% 7% False False 90,424
40 50.70 37.33 13.37 35.3% 1.56 4.1% 4% False False 66,401
60 53.01 37.33 15.68 41.4% 1.59 4.2% 4% False False 54,871
80 53.08 37.33 15.75 41.6% 1.77 4.7% 4% False False 47,265
100 53.08 37.33 15.75 41.6% 1.69 4.5% 4% False False 41,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.42
2.618 44.40
1.618 42.55
1.000 41.41
0.618 40.70
HIGH 39.56
0.618 38.85
0.500 38.64
0.382 38.42
LOW 37.71
0.618 36.57
1.000 35.86
1.618 34.72
2.618 32.87
4.250 29.85
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 38.64 38.76
PP 38.39 38.47
S1 38.15 38.19

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

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