NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 39.84 38.56 -1.28 -3.2% 38.02
High 39.88 39.75 -0.13 -0.3% 40.04
Low 38.43 38.51 0.08 0.2% 37.39
Close 38.66 39.69 1.03 2.7% 39.93
Range 1.45 1.24 -0.21 -14.5% 2.65
ATR 1.40 1.39 -0.01 -0.8% 0.00
Volume 19,492 20,459 967 5.0% 143,880
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.04 42.60 40.37
R3 41.80 41.36 40.03
R2 40.56 40.56 39.92
R1 40.12 40.12 39.80 40.34
PP 39.32 39.32 39.32 39.43
S1 38.88 38.88 39.58 39.10
S2 38.08 38.08 39.46
S3 36.84 37.64 39.35
S4 35.60 36.40 39.01
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.07 46.15 41.39
R3 44.42 43.50 40.66
R2 41.77 41.77 40.42
R1 40.85 40.85 40.17 41.31
PP 39.12 39.12 39.12 39.35
S1 38.20 38.20 39.69 38.66
S2 36.47 36.47 39.44
S3 33.82 35.55 39.20
S4 31.17 32.90 38.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.04 37.55 2.49 6.3% 1.20 3.0% 86% False False 30,069
10 41.01 37.39 3.62 9.1% 1.24 3.1% 64% False False 37,810
20 45.29 37.39 7.90 19.9% 1.43 3.6% 29% False False 39,880
40 51.29 37.39 13.90 35.0% 1.43 3.6% 17% False False 29,806
60 53.35 37.39 15.96 40.2% 1.45 3.6% 14% False False 24,390
80 53.35 37.39 15.96 40.2% 1.46 3.7% 14% False False 20,336
100 53.50 37.39 16.11 40.6% 1.55 3.9% 14% False False 17,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.02
2.618 43.00
1.618 41.76
1.000 40.99
0.618 40.52
HIGH 39.75
0.618 39.28
0.500 39.13
0.382 38.98
LOW 38.51
0.618 37.74
1.000 37.27
1.618 36.50
2.618 35.26
4.250 33.24
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 39.50 39.54
PP 39.32 39.39
S1 39.13 39.24

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

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