NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 40.46 40.12 -0.34 -0.8% 39.60
High 40.55 41.25 0.70 1.7% 41.31
Low 39.72 39.62 -0.10 -0.3% 38.89
Close 39.92 40.71 0.79 2.0% 41.25
Range 0.83 1.63 0.80 96.4% 2.42
ATR 1.35 1.37 0.02 1.5% 0.00
Volume 14,167 21,716 7,549 53.3% 111,304
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.42 44.69 41.61
R3 43.79 43.06 41.16
R2 42.16 42.16 41.01
R1 41.43 41.43 40.86 41.80
PP 40.53 40.53 40.53 40.71
S1 39.80 39.80 40.56 40.17
S2 38.90 38.90 40.41
S3 37.27 38.17 40.26
S4 35.64 36.54 39.81
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.74 46.92 42.58
R3 45.32 44.50 41.92
R2 42.90 42.90 41.69
R1 42.08 42.08 41.47 42.49
PP 40.48 40.48 40.48 40.69
S1 39.66 39.66 41.03 40.07
S2 38.06 38.06 40.81
S3 35.64 37.24 40.58
S4 33.22 34.82 39.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.31 39.62 1.69 4.2% 1.23 3.0% 64% False True 15,836
10 41.31 38.89 2.42 5.9% 1.12 2.8% 75% False False 22,462
20 46.54 38.89 7.65 18.8% 1.37 3.4% 24% False False 35,857
40 52.04 38.89 13.15 32.3% 1.39 3.4% 14% False False 31,706
60 53.77 38.89 14.88 36.6% 1.41 3.5% 12% False False 30,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 48.18
2.618 45.52
1.618 43.89
1.000 42.88
0.618 42.26
HIGH 41.25
0.618 40.63
0.500 40.44
0.382 40.24
LOW 39.62
0.618 38.61
1.000 37.99
1.618 36.98
2.618 35.35
4.250 32.69
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 40.62 40.62
PP 40.53 40.53
S1 40.44 40.44

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

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