NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 38.95 38.53 -0.42 -1.1% 40.26
High 38.98 38.90 -0.08 -0.2% 41.66
Low 38.21 38.32 0.11 0.3% 38.72
Close 38.51 38.52 0.01 0.0% 39.00
Range 0.77 0.58 -0.19 -24.7% 2.94
ATR 1.39 1.33 -0.06 -4.2% 0.00
Volume 16,764 21,440 4,676 27.9% 116,982
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.32 40.00 38.84
R3 39.74 39.42 38.68
R2 39.16 39.16 38.63
R1 38.84 38.84 38.57 38.71
PP 38.58 38.58 38.58 38.52
S1 38.26 38.26 38.47 38.13
S2 38.00 38.00 38.41
S3 37.42 37.68 38.36
S4 36.84 37.10 38.20
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.61 46.75 40.62
R3 45.67 43.81 39.81
R2 42.73 42.73 39.54
R1 40.87 40.87 39.27 40.33
PP 39.79 39.79 39.79 39.53
S1 37.93 37.93 38.73 37.39
S2 36.85 36.85 38.46
S3 33.91 34.99 38.19
S4 30.97 32.05 37.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.15 38.21 2.94 7.6% 1.04 2.7% 11% False False 20,432
10 42.98 38.21 4.77 12.4% 1.25 3.2% 6% False False 23,976
20 47.45 38.21 9.24 24.0% 1.36 3.5% 3% False False 22,532
40 51.63 38.21 13.42 34.8% 1.38 3.6% 2% False False 17,719
60 53.22 38.21 15.01 39.0% 1.34 3.5% 2% False False 14,569
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 41.37
2.618 40.42
1.618 39.84
1.000 39.48
0.618 39.26
HIGH 38.90
0.618 38.68
0.500 38.61
0.382 38.54
LOW 38.32
0.618 37.96
1.000 37.74
1.618 37.38
2.618 36.80
4.250 35.86
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 38.61 39.03
PP 38.58 38.86
S1 38.55 38.69

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

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