NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 38.10 39.48 1.38 3.6% 39.40
High 39.57 40.04 0.47 1.2% 41.01
Low 37.97 39.02 1.05 2.8% 37.88
Close 39.15 39.93 0.78 2.0% 38.16
Range 1.60 1.02 -0.58 -36.3% 3.13
ATR 1.42 1.39 -0.03 -2.0% 0.00
Volume 43,286 20,941 -22,345 -51.6% 237,745
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.72 42.35 40.49
R3 41.70 41.33 40.21
R2 40.68 40.68 40.12
R1 40.31 40.31 40.02 40.50
PP 39.66 39.66 39.66 39.76
S1 39.29 39.29 39.84 39.48
S2 38.64 38.64 39.74
S3 37.62 38.27 39.65
S4 36.60 37.25 39.37
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.41 46.41 39.88
R3 45.28 43.28 39.02
R2 42.15 42.15 38.73
R1 40.15 40.15 38.45 39.59
PP 39.02 39.02 39.02 38.73
S1 37.02 37.02 37.87 36.46
S2 35.89 35.89 37.59
S3 32.76 33.89 37.30
S4 29.63 30.76 36.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.04 37.39 2.65 6.6% 1.05 2.6% 96% True False 34,051
10 41.01 37.39 3.62 9.1% 1.30 3.3% 70% False False 43,403
20 46.46 37.39 9.07 22.7% 1.43 3.6% 28% False False 39,353
40 51.29 37.39 13.90 34.8% 1.43 3.6% 18% False False 29,591
60 53.35 37.39 15.96 40.0% 1.46 3.7% 16% False False 24,120
80 53.35 37.39 15.96 40.0% 1.48 3.7% 16% False False 20,064
100 53.50 37.39 16.11 40.3% 1.54 3.9% 16% False False 17,681
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.38
2.618 42.71
1.618 41.69
1.000 41.06
0.618 40.67
HIGH 40.04
0.618 39.65
0.500 39.53
0.382 39.41
LOW 39.02
0.618 38.39
1.000 38.00
1.618 37.37
2.618 36.35
4.250 34.69
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 39.80 39.55
PP 39.66 39.17
S1 39.53 38.80

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

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