NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 40.26 40.29 0.03 0.1% 44.02
High 40.82 41.66 0.84 2.1% 44.08
Low 39.08 40.19 1.11 2.8% 40.07
Close 40.42 41.12 0.70 1.7% 40.45
Range 1.74 1.47 -0.27 -15.5% 4.01
ATR 1.48 1.48 0.00 0.0% 0.00
Volume 28,689 24,333 -4,356 -15.2% 162,692
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.40 44.73 41.93
R3 43.93 43.26 41.52
R2 42.46 42.46 41.39
R1 41.79 41.79 41.25 42.13
PP 40.99 40.99 40.99 41.16
S1 40.32 40.32 40.99 40.66
S2 39.52 39.52 40.85
S3 38.05 38.85 40.72
S4 36.58 37.38 40.31
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 53.56 51.02 42.66
R3 49.55 47.01 41.55
R2 45.54 45.54 41.19
R1 43.00 43.00 40.82 42.27
PP 41.53 41.53 41.53 41.17
S1 38.99 38.99 40.08 38.26
S2 37.52 37.52 39.71
S3 33.51 34.98 39.35
S4 29.50 30.97 38.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.98 39.08 3.90 9.5% 1.46 3.5% 52% False False 27,521
10 46.00 39.08 6.92 16.8% 1.60 3.9% 29% False False 27,325
20 47.45 39.08 8.37 20.4% 1.42 3.4% 24% False False 21,591
40 51.63 39.08 12.55 30.5% 1.37 3.3% 16% False False 16,180
60 53.22 39.08 14.14 34.4% 1.35 3.3% 14% False False 13,349
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.91
2.618 45.51
1.618 44.04
1.000 43.13
0.618 42.57
HIGH 41.66
0.618 41.10
0.500 40.93
0.382 40.75
LOW 40.19
0.618 39.28
1.000 38.72
1.618 37.81
2.618 36.34
4.250 33.94
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 41.06 40.87
PP 40.99 40.62
S1 40.93 40.37

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

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