NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 46.03 44.83 -1.20 -2.6% 46.36
High 46.49 44.83 -1.66 -3.6% 47.03
Low 44.60 42.62 -1.98 -4.4% 44.60
Close 44.81 42.80 -2.01 -4.5% 44.81
Range 1.89 2.21 0.32 16.9% 2.43
ATR 1.48 1.54 0.05 3.5% 0.00
Volume 32,333 70,067 37,734 116.7% 141,507
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 50.05 48.63 44.02
R3 47.84 46.42 43.41
R2 45.63 45.63 43.21
R1 44.21 44.21 43.00 43.82
PP 43.42 43.42 43.42 43.22
S1 42.00 42.00 42.60 41.61
S2 41.21 41.21 42.39
S3 39.00 39.79 42.19
S4 36.79 37.58 41.58
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 52.77 51.22 46.15
R3 50.34 48.79 45.48
R2 47.91 47.91 45.26
R1 46.36 46.36 45.03 45.92
PP 45.48 45.48 45.48 45.26
S1 43.93 43.93 44.59 43.49
S2 43.05 43.05 44.36
S3 40.62 41.50 44.14
S4 38.19 39.07 43.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.54 42.62 3.92 9.2% 1.67 3.9% 5% False True 37,379
10 48.02 42.62 5.40 12.6% 1.60 3.7% 3% False True 31,249
20 49.45 42.62 6.83 16.0% 1.47 3.4% 3% False True 30,053
40 53.20 42.62 10.58 24.7% 1.46 3.4% 2% False True 27,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 54.22
2.618 50.62
1.618 48.41
1.000 47.04
0.618 46.20
HIGH 44.83
0.618 43.99
0.500 43.73
0.382 43.46
LOW 42.62
0.618 41.25
1.000 40.41
1.618 39.04
2.618 36.83
4.250 33.23
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 43.73 44.58
PP 43.42 43.99
S1 43.11 43.39

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

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