NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 44.02 42.19 -1.83 -4.2% 45.78
High 44.08 42.76 -1.32 -3.0% 46.46
Low 42.09 41.30 -0.79 -1.9% 44.01
Close 42.22 41.88 -0.34 -0.8% 44.24
Range 1.99 1.46 -0.53 -26.6% 2.45
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 42,225 35,884 -6,341 -15.0% 88,213
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.36 45.58 42.68
R3 44.90 44.12 42.28
R2 43.44 43.44 42.15
R1 42.66 42.66 42.01 42.32
PP 41.98 41.98 41.98 41.81
S1 41.20 41.20 41.75 40.86
S2 40.52 40.52 41.61
S3 39.06 39.74 41.48
S4 37.60 38.28 41.08
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 52.25 50.70 45.59
R3 49.80 48.25 44.91
R2 47.35 47.35 44.69
R1 45.80 45.80 44.46 45.35
PP 44.90 44.90 44.90 44.68
S1 43.35 43.35 44.02 42.90
S2 42.45 42.45 43.79
S3 40.00 40.90 43.57
S4 37.55 38.45 42.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.00 41.30 4.70 11.2% 1.73 4.1% 12% False True 27,130
10 47.45 41.30 6.15 14.7% 1.47 3.5% 9% False True 21,087
20 48.60 41.30 7.30 17.4% 1.42 3.4% 8% False True 17,892
40 51.63 41.30 10.33 24.7% 1.31 3.1% 6% False True 13,705
60 53.22 41.30 11.92 28.5% 1.34 3.2% 5% False True 11,406
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.97
2.618 46.58
1.618 45.12
1.000 44.22
0.618 43.66
HIGH 42.76
0.618 42.20
0.500 42.03
0.382 41.86
LOW 41.30
0.618 40.40
1.000 39.84
1.618 38.94
2.618 37.48
4.250 35.10
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 42.03 43.65
PP 41.98 43.06
S1 41.93 42.47

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

View Archives - Comment on this page... - Back to Index of Symbols