NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 40.63 39.75 -0.88 -2.2% 40.96
High 40.80 40.55 -0.25 -0.6% 42.30
Low 39.72 39.44 -0.28 -0.7% 39.44
Close 40.02 39.70 -0.32 -0.8% 39.70
Range 1.08 1.11 0.03 2.8% 2.86
ATR 1.49 1.47 -0.03 -1.8% 0.00
Volume 29,786 21,009 -8,777 -29.5% 199,791
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.23 42.57 40.31
R3 42.12 41.46 40.01
R2 41.01 41.01 39.90
R1 40.35 40.35 39.80 40.13
PP 39.90 39.90 39.90 39.78
S1 39.24 39.24 39.60 39.02
S2 38.79 38.79 39.50
S3 37.68 38.13 39.39
S4 36.57 37.02 39.09
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.06 47.24 41.27
R3 46.20 44.38 40.49
R2 43.34 43.34 40.22
R1 41.52 41.52 39.96 41.00
PP 40.48 40.48 40.48 40.22
S1 38.66 38.66 39.44 38.14
S2 37.62 37.62 39.18
S3 34.76 35.80 38.91
S4 31.90 32.94 38.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.30 39.44 2.86 7.2% 1.42 3.6% 9% False True 39,958
10 44.83 39.44 5.39 13.6% 1.48 3.7% 5% False True 47,878
20 48.02 39.44 8.58 21.6% 1.49 3.8% 3% False True 37,156
40 52.04 39.44 12.60 31.7% 1.47 3.7% 2% False True 32,572
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 True
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 45.27
2.618 43.46
1.618 42.35
1.000 41.66
0.618 41.24
HIGH 40.55
0.618 40.13
0.500 40.00
0.382 39.86
LOW 39.44
0.618 38.75
1.000 38.33
1.618 37.64
2.618 36.53
4.250 34.72
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 40.00 40.61
PP 39.90 40.30
S1 39.80 40.00

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

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