NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 44.65 43.51 -1.14 -2.6% 45.06
High 45.29 43.51 -1.78 -3.9% 45.78
Low 43.20 41.33 -1.87 -4.3% 43.20
Close 43.47 41.47 -2.00 -4.6% 43.47
Range 2.09 2.18 0.09 4.3% 2.58
ATR 1.51 1.56 0.05 3.2% 0.00
Volume 28,649 51,561 22,912 80.0% 126,145
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.64 47.24 42.67
R3 46.46 45.06 42.07
R2 44.28 44.28 41.87
R1 42.88 42.88 41.67 42.49
PP 42.10 42.10 42.10 41.91
S1 40.70 40.70 41.27 40.31
S2 39.92 39.92 41.07
S3 37.74 38.52 40.87
S4 35.56 36.34 40.27
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 51.89 50.26 44.89
R3 49.31 47.68 44.18
R2 46.73 46.73 43.94
R1 45.10 45.10 43.71 44.63
PP 44.15 44.15 44.15 43.91
S1 42.52 42.52 43.23 42.05
S2 41.57 41.57 43.00
S3 38.99 39.94 42.76
S4 36.41 37.36 42.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.29 41.33 3.96 9.5% 1.74 4.2% 4% False True 31,523
10 46.78 41.33 5.45 13.1% 1.62 3.9% 3% False True 26,094
20 48.47 41.33 7.14 17.2% 1.48 3.6% 2% False True 23,792
40 52.54 41.33 11.21 27.0% 1.45 3.5% 1% False True 19,135
60 53.35 41.33 12.02 29.0% 1.47 3.6% 1% False True 16,028
80 53.50 41.33 12.17 29.3% 1.61 3.9% 1% False True 13,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 52.78
2.618 49.22
1.618 47.04
1.000 45.69
0.618 44.86
HIGH 43.51
0.618 42.68
0.500 42.42
0.382 42.16
LOW 41.33
0.618 39.98
1.000 39.15
1.618 37.80
2.618 35.62
4.250 32.07
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 42.42 43.31
PP 42.10 42.70
S1 41.79 42.08

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

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