NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 37.32 37.04 -0.28 -0.8% 38.33
High 38.08 37.22 -0.86 -2.3% 40.18
Low 36.91 36.48 -0.43 -1.2% 36.91
Close 37.21 36.87 -0.34 -0.9% 37.21
Range 1.17 0.74 -0.43 -36.8% 3.27
ATR 1.57 1.52 -0.06 -3.8% 0.00
Volume 69,035 70,150 1,115 1.6% 535,170
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 39.08 38.71 37.28
R3 38.34 37.97 37.07
R2 37.60 37.60 37.01
R1 37.23 37.23 36.94 37.05
PP 36.86 36.86 36.86 36.76
S1 36.49 36.49 36.80 36.31
S2 36.12 36.12 36.73
S3 35.38 35.75 36.67
S4 34.64 35.01 36.46
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.91 45.83 39.01
R3 44.64 42.56 38.11
R2 41.37 41.37 37.81
R1 39.29 39.29 37.51 38.70
PP 38.10 38.10 38.10 37.80
S1 36.02 36.02 36.91 35.43
S2 34.83 34.83 36.61
S3 31.56 32.75 36.31
S4 28.29 29.48 35.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.18 36.48 3.70 10.0% 1.31 3.5% 11% False True 97,009
10 41.44 36.48 4.96 13.5% 1.45 3.9% 8% False True 120,628
20 45.93 36.48 9.45 25.6% 1.57 4.3% 4% False True 92,969
40 50.70 36.48 14.22 38.6% 1.55 4.2% 3% False True 69,187
60 53.01 36.48 16.53 44.8% 1.56 4.2% 2% False True 57,167
80 53.08 36.48 16.60 45.0% 1.73 4.7% 2% False True 49,258
100 53.08 36.48 16.60 45.0% 1.69 4.6% 2% False True 43,542
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 40.37
2.618 39.16
1.618 38.42
1.000 37.96
0.618 37.68
HIGH 37.22
0.618 36.94
0.500 36.85
0.382 36.76
LOW 36.48
0.618 36.02
1.000 35.74
1.618 35.28
2.618 34.54
4.250 33.34
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 36.86 37.36
PP 36.86 37.19
S1 36.85 37.03

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

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