NYMEX Light Sweet Crude Oil Future April 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 39.48 40.00 0.52 1.3% 43.51
High 41.01 40.42 -0.59 -1.4% 43.51
Low 39.38 38.68 -0.70 -1.8% 39.19
Close 40.40 38.85 -1.55 -3.8% 39.59
Range 1.63 1.74 0.11 6.7% 4.32
ATR 1.55 1.57 0.01 0.9% 0.00
Volume 65,195 63,776 -1,419 -2.2% 269,984
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.54 43.43 39.81
R3 42.80 41.69 39.33
R2 41.06 41.06 39.17
R1 39.95 39.95 39.01 39.64
PP 39.32 39.32 39.32 39.16
S1 38.21 38.21 38.69 37.90
S2 37.58 37.58 38.53
S3 35.84 36.47 38.37
S4 34.10 34.73 37.89
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 53.72 50.98 41.97
R3 49.40 46.66 40.78
R2 45.08 45.08 40.38
R1 42.34 42.34 39.99 41.55
PP 40.76 40.76 40.76 40.37
S1 38.02 38.02 39.19 37.23
S2 36.44 36.44 38.80
S3 32.12 33.70 38.40
S4 27.80 29.38 37.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.31 38.29 3.02 7.8% 1.51 3.9% 19% False False 53,776
10 45.29 38.29 7.00 18.0% 1.69 4.3% 8% False False 49,639
20 46.78 38.29 8.49 21.9% 1.53 3.9% 7% False False 36,004
40 51.29 38.29 13.00 33.5% 1.48 3.8% 4% False False 26,804
60 53.35 38.29 15.06 38.8% 1.48 3.8% 4% False False 21,595
80 53.50 38.29 15.21 39.2% 1.64 4.2% 4% False False 18,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.82
2.618 44.98
1.618 43.24
1.000 42.16
0.618 41.50
HIGH 40.42
0.618 39.76
0.500 39.55
0.382 39.34
LOW 38.68
0.618 37.60
1.000 36.94
1.618 35.86
2.618 34.12
4.250 31.29
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 39.55 39.65
PP 39.32 39.38
S1 39.08 39.12

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

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