NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 43.08 42.61 -0.47 -1.1% 44.75
High 43.19 42.77 -0.42 -1.0% 45.11
Low 42.54 41.36 -1.18 -2.8% 41.36
Close 42.98 41.77 -1.21 -2.8% 41.77
Range 0.65 1.41 0.76 116.9% 3.75
ATR 1.32 1.34 0.02 1.6% 0.00
Volume 17,399 16,574 -825 -4.7% 83,315
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.20 45.39 42.55
R3 44.79 43.98 42.16
R2 43.38 43.38 42.03
R1 42.57 42.57 41.90 42.27
PP 41.97 41.97 41.97 41.82
S1 41.16 41.16 41.64 40.86
S2 40.56 40.56 41.51
S3 39.15 39.75 41.38
S4 37.74 38.34 40.99
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 54.00 51.63 43.83
R3 50.25 47.88 42.80
R2 46.50 46.50 42.46
R1 44.13 44.13 42.11 43.44
PP 42.75 42.75 42.75 42.40
S1 40.38 40.38 41.43 39.69
S2 39.00 39.00 41.08
S3 35.25 36.63 40.74
S4 31.50 32.88 39.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.11 41.36 3.75 9.0% 1.37 3.3% 11% False True 16,663
10 47.40 41.36 6.04 14.5% 1.33 3.2% 7% False True 11,224
20 48.35 41.36 6.99 16.7% 1.29 3.1% 6% False True 8,882
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.76
2.618 46.46
1.618 45.05
1.000 44.18
0.618 43.64
HIGH 42.77
0.618 42.23
0.500 42.07
0.382 41.90
LOW 41.36
0.618 40.49
1.000 39.95
1.618 39.08
2.618 37.67
4.250 35.37
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 42.07 42.65
PP 41.97 42.35
S1 41.87 42.06

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

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