NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 42.45 42.02 -0.43 -1.0% 44.83
High 42.73 42.27 -0.46 -1.1% 44.83
Low 41.94 40.78 -1.16 -2.8% 40.78
Close 42.38 41.15 -1.23 -2.9% 41.15
Range 0.79 1.49 0.70 88.6% 4.05
ATR 1.49 1.50 0.01 0.5% 0.00
Volume 45,731 50,155 4,424 9.7% 278,992
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.87 45.00 41.97
R3 44.38 43.51 41.56
R2 42.89 42.89 41.42
R1 42.02 42.02 41.29 41.71
PP 41.40 41.40 41.40 41.25
S1 40.53 40.53 41.01 40.22
S2 39.91 39.91 40.88
S3 38.42 39.04 40.74
S4 36.93 37.55 40.33
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 54.40 51.83 43.38
R3 50.35 47.78 42.26
R2 46.30 46.30 41.89
R1 43.73 43.73 41.52 42.99
PP 42.25 42.25 42.25 41.89
S1 39.68 39.68 40.78 38.94
S2 38.20 38.20 40.41
S3 34.15 35.63 40.04
S4 30.10 31.58 38.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.83 40.78 4.05 9.8% 1.53 3.7% 9% False True 55,798
10 47.03 40.78 6.25 15.2% 1.49 3.6% 6% False True 42,049
20 48.02 40.78 7.24 17.6% 1.48 3.6% 5% False True 35,370
40 52.04 40.78 11.26 27.4% 1.42 3.5% 3% False True 30,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.60
2.618 46.17
1.618 44.68
1.000 43.76
0.618 43.19
HIGH 42.27
0.618 41.70
0.500 41.53
0.382 41.35
LOW 40.78
0.618 39.86
1.000 39.29
1.618 38.37
2.618 36.88
4.250 34.45
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 41.53 42.15
PP 41.40 41.81
S1 41.28 41.48

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

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