NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 42.02 40.96 -1.06 -2.5% 44.83
High 42.27 41.48 -0.79 -1.9% 44.83
Low 40.78 39.73 -1.05 -2.6% 40.78
Close 41.15 41.03 -0.12 -0.3% 41.15
Range 1.49 1.75 0.26 17.4% 4.05
ATR 1.50 1.52 0.02 1.2% 0.00
Volume 50,155 56,870 6,715 13.4% 278,992
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.00 45.26 41.99
R3 44.25 43.51 41.51
R2 42.50 42.50 41.35
R1 41.76 41.76 41.19 42.13
PP 40.75 40.75 40.75 40.93
S1 40.01 40.01 40.87 40.38
S2 39.00 39.00 40.71
S3 37.25 38.26 40.55
S4 35.50 36.51 40.07
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 43.51 39.73 3.78 9.2% 1.44 3.5% 34% False True 53,159
10 46.54 39.73 6.81 16.6% 1.56 3.8% 19% False True 45,269
20 48.02 39.73 8.29 20.2% 1.48 3.6% 16% False True 36,081
40 52.04 39.73 12.31 30.0% 1.44 3.5% 11% False True 31,442
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.92
2.618 46.06
1.618 44.31
1.000 43.23
0.618 42.56
HIGH 41.48
0.618 40.81
0.500 40.61
0.382 40.40
LOW 39.73
0.618 38.65
1.000 37.98
1.618 36.90
2.618 35.15
4.250 32.29
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 40.89 41.23
PP 40.75 41.16
S1 40.61 41.10

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

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