NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 41.23 40.63 -0.60 -1.5% 44.83
High 41.77 40.80 -0.97 -2.3% 44.83
Low 40.17 39.72 -0.45 -1.1% 40.78
Close 40.36 40.02 -0.34 -0.8% 41.15
Range 1.60 1.08 -0.52 -32.5% 4.05
ATR 1.53 1.49 -0.03 -2.1% 0.00
Volume 48,849 29,786 -19,063 -39.0% 278,992
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.42 42.80 40.61
R3 42.34 41.72 40.32
R2 41.26 41.26 40.22
R1 40.64 40.64 40.12 40.41
PP 40.18 40.18 40.18 40.07
S1 39.56 39.56 39.92 39.33
S2 39.10 39.10 39.82
S3 38.02 38.48 39.72
S4 36.94 37.40 39.43
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 42.30 39.72 2.58 6.4% 1.50 3.7% 12% False True 45,787
10 46.49 39.72 6.77 16.9% 1.56 3.9% 4% False True 49,010
20 48.02 39.72 8.30 20.7% 1.48 3.7% 4% False True 37,498
40 52.04 39.72 12.32 30.8% 1.46 3.7% 2% False True 32,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.39
2.618 43.63
1.618 42.55
1.000 41.88
0.618 41.47
HIGH 40.80
0.618 40.39
0.500 40.26
0.382 40.13
LOW 39.72
0.618 39.05
1.000 38.64
1.618 37.97
2.618 36.89
4.250 35.13
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 40.26 41.01
PP 40.18 40.68
S1 40.10 40.35

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

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