NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 41.25 41.11 -0.14 -0.3% 45.06
High 42.28 41.31 -0.97 -2.3% 45.78
Low 40.40 40.47 0.07 0.2% 43.20
Close 40.91 40.82 -0.09 -0.2% 43.47
Range 1.88 0.84 -1.04 -55.3% 2.58
ATR 1.58 1.52 -0.05 -3.3% 0.00
Volume 55,613 44,027 -11,586 -20.8% 126,145
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.39 42.94 41.28
R3 42.55 42.10 41.05
R2 41.71 41.71 40.97
R1 41.26 41.26 40.90 41.07
PP 40.87 40.87 40.87 40.77
S1 40.42 40.42 40.74 40.23
S2 40.03 40.03 40.67
S3 39.19 39.58 40.59
S4 38.35 38.74 40.36
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 40.40 4.89 12.0% 1.70 4.2% 9% False False 49,244
10 46.46 40.40 6.06 14.8% 1.55 3.8% 7% False False 35,303
20 46.78 40.40 6.38 15.6% 1.51 3.7% 7% False False 29,317
40 51.29 40.40 10.89 26.7% 1.43 3.5% 4% False False 22,536
60 53.35 40.40 12.95 31.7% 1.47 3.6% 3% False False 18,319
80 53.50 40.40 13.10 32.1% 1.64 4.0% 3% False False 15,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 44.88
2.618 43.51
1.618 42.67
1.000 42.15
0.618 41.83
HIGH 41.31
0.618 40.99
0.500 40.89
0.382 40.79
LOW 40.47
0.618 39.95
1.000 39.63
1.618 39.11
2.618 38.27
4.250 36.90
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 40.89 41.34
PP 40.87 41.17
S1 40.84 40.99

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

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