NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 39.75 39.60 -0.15 -0.4% 40.96
High 40.55 39.70 -0.85 -2.1% 42.30
Low 39.44 38.89 -0.55 -1.4% 39.44
Close 39.70 39.19 -0.51 -1.3% 39.70
Range 1.11 0.81 -0.30 -27.0% 2.86
ATR 1.47 1.42 -0.05 -3.2% 0.00
Volume 21,009 24,108 3,099 14.8% 199,791
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.69 41.25 39.64
R3 40.88 40.44 39.41
R2 40.07 40.07 39.34
R1 39.63 39.63 39.26 39.45
PP 39.26 39.26 39.26 39.17
S1 38.82 38.82 39.12 38.64
S2 38.45 38.45 39.04
S3 37.64 38.01 38.97
S4 36.83 37.20 38.74
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 38.89 3.41 8.7% 1.23 3.1% 9% False True 33,405
10 43.51 38.89 4.62 11.8% 1.34 3.4% 6% False True 43,282
20 48.02 38.89 9.13 23.3% 1.47 3.7% 3% False True 37,266
40 52.04 38.89 13.15 33.6% 1.46 3.7% 2% False True 32,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 43.14
2.618 41.82
1.618 41.01
1.000 40.51
0.618 40.20
HIGH 39.70
0.618 39.39
0.500 39.30
0.382 39.20
LOW 38.89
0.618 38.39
1.000 38.08
1.618 37.58
2.618 36.77
4.250 35.45
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 39.30 39.85
PP 39.26 39.63
S1 39.23 39.41

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

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