NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 40.81 41.23 0.42 1.0% 44.83
High 42.30 41.77 -0.53 -1.3% 44.83
Low 40.73 40.17 -0.56 -1.4% 40.78
Close 41.72 40.36 -1.36 -3.3% 41.15
Range 1.57 1.60 0.03 1.9% 4.05
ATR 1.52 1.53 0.01 0.4% 0.00
Volume 43,277 48,849 5,572 12.9% 278,992
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.57 44.56 41.24
R3 43.97 42.96 40.80
R2 42.37 42.37 40.65
R1 41.36 41.36 40.51 41.07
PP 40.77 40.77 40.77 40.62
S1 39.76 39.76 40.21 39.47
S2 39.17 39.17 40.07
S3 37.57 38.16 39.92
S4 35.97 36.56 39.48
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 42.73 39.73 3.00 7.4% 1.44 3.6% 21% False False 48,976
10 46.54 39.73 6.81 16.9% 1.61 4.0% 9% False False 49,251
20 48.02 39.73 8.29 20.5% 1.48 3.7% 8% False False 37,347
40 52.04 39.73 12.31 30.5% 1.46 3.6% 5% False False 32,416
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.57
2.618 45.96
1.618 44.36
1.000 43.37
0.618 42.76
HIGH 41.77
0.618 41.16
0.500 40.97
0.382 40.78
LOW 40.17
0.618 39.18
1.000 38.57
1.618 37.58
2.618 35.98
4.250 33.37
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 40.97 41.02
PP 40.77 40.80
S1 40.56 40.58

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

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