NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 43.58 43.08 -0.50 -1.1% 46.96
High 43.93 43.19 -0.74 -1.7% 47.40
Low 42.38 42.54 0.16 0.4% 45.16
Close 42.81 42.98 0.17 0.4% 45.28
Range 1.55 0.65 -0.90 -58.1% 2.24
ATR 1.37 1.32 -0.05 -3.8% 0.00
Volume 14,841 17,399 2,558 17.2% 28,934
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.85 44.57 43.34
R3 44.20 43.92 43.16
R2 43.55 43.55 43.10
R1 43.27 43.27 43.04 43.09
PP 42.90 42.90 42.90 42.81
S1 42.62 42.62 42.92 42.44
S2 42.25 42.25 42.86
S3 41.60 41.97 42.80
S4 40.95 41.32 42.62
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 52.67 51.21 46.51
R3 50.43 48.97 45.90
R2 48.19 48.19 45.69
R1 46.73 46.73 45.49 46.34
PP 45.95 45.95 45.95 45.75
S1 44.49 44.49 45.07 44.10
S2 43.71 43.71 44.87
S3 41.47 42.25 44.66
S4 39.23 40.01 44.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.84 42.38 4.46 10.4% 1.42 3.3% 13% False False 15,077
10 48.29 42.38 5.91 13.8% 1.33 3.1% 10% False False 10,021
20 48.35 42.38 5.97 13.9% 1.28 3.0% 10% False False 8,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 45.95
2.618 44.89
1.618 44.24
1.000 43.84
0.618 43.59
HIGH 43.19
0.618 42.94
0.500 42.87
0.382 42.79
LOW 42.54
0.618 42.14
1.000 41.89
1.618 41.49
2.618 40.84
4.250 39.78
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 42.94 43.16
PP 42.90 43.10
S1 42.87 43.04

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

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