NYMEX Light Sweet Crude Oil Future May 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 42.27 41.96 -0.31 -0.7% 45.78
High 42.98 42.11 -0.87 -2.0% 46.46
Low 41.19 41.35 0.16 0.4% 44.01
Close 41.69 41.69 0.00 0.0% 44.24
Range 1.79 0.76 -1.03 -57.5% 2.45
ATR 1.50 1.45 -0.05 -3.5% 0.00
Volume 28,006 28,548 542 1.9% 88,213
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.00 43.60 42.11
R3 43.24 42.84 41.90
R2 42.48 42.48 41.83
R1 42.08 42.08 41.76 41.90
PP 41.72 41.72 41.72 41.63
S1 41.32 41.32 41.62 41.14
S2 40.96 40.96 41.55
S3 40.20 40.56 41.48
S4 39.44 39.80 41.27
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 41.19 4.81 11.5% 1.60 3.8% 10% False False 30,682
10 47.11 41.19 5.92 14.2% 1.46 3.5% 8% False False 23,017
20 47.45 41.19 6.26 15.0% 1.43 3.4% 8% False False 19,462
40 51.63 41.19 10.44 25.0% 1.33 3.2% 5% False False 14,703
60 53.22 41.19 12.03 28.9% 1.35 3.2% 4% False False 12,167
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 0.33
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 45.34
2.618 44.10
1.618 43.34
1.000 42.87
0.618 42.58
HIGH 42.11
0.618 41.82
0.500 41.73
0.382 41.64
LOW 41.35
0.618 40.88
1.000 40.59
1.618 40.12
2.618 39.36
4.250 38.12
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 41.73 42.09
PP 41.72 41.95
S1 41.70 41.82

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

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