NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 37.68 38.36 0.68 1.8% 37.04
High 38.93 38.36 -0.57 -1.5% 39.24
Low 37.66 37.46 -0.20 -0.5% 36.48
Close 38.86 37.64 -1.22 -3.1% 39.11
Range 1.27 0.90 -0.37 -29.1% 2.76
ATR 1.44 1.44 0.00 -0.2% 0.00
Volume 54,907 59,446 4,539 8.3% 301,740
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.52 39.98 38.14
R3 39.62 39.08 37.89
R2 38.72 38.72 37.81
R1 38.18 38.18 37.72 38.00
PP 37.82 37.82 37.82 37.73
S1 37.28 37.28 37.56 37.10
S2 36.92 36.92 37.48
S3 36.02 36.38 37.39
S4 35.12 35.48 37.15
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.56 45.59 40.63
R3 43.80 42.83 39.87
R2 41.04 41.04 39.62
R1 40.07 40.07 39.36 40.56
PP 38.28 38.28 38.28 38.52
S1 37.31 37.31 38.86 37.80
S2 35.52 35.52 38.60
S3 32.76 34.55 38.35
S4 30.00 31.79 37.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.24 37.21 2.03 5.4% 1.25 3.3% 21% False False 61,573
10 39.56 36.48 3.08 8.2% 1.19 3.2% 38% False False 74,524
20 44.45 36.48 7.97 21.2% 1.49 3.9% 15% False False 97,242
40 50.70 36.48 14.22 37.8% 1.49 4.0% 8% False False 74,238
60 53.01 36.48 16.53 43.9% 1.53 4.1% 7% False False 61,026
80 53.01 36.48 16.53 43.9% 1.56 4.1% 7% False False 51,976
100 53.08 36.48 16.60 44.1% 1.68 4.5% 7% False False 46,662
120 56.44 36.48 19.96 53.0% 1.61 4.3% 6% False False 40,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 42.19
2.618 40.72
1.618 39.82
1.000 39.26
0.618 38.92
HIGH 38.36
0.618 38.02
0.500 37.91
0.382 37.80
LOW 37.46
0.618 36.90
1.000 36.56
1.618 36.00
2.618 35.10
4.250 33.64
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 37.91 38.28
PP 37.82 38.06
S1 37.73 37.85

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

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