NYMEX Light Sweet Crude Oil Future July 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 40.97 40.70 -0.27 -0.7% 40.00
High 41.10 41.83 0.73 1.8% 41.79
Low 40.36 40.19 -0.17 -0.4% 39.50
Close 40.48 41.33 0.85 2.1% 41.78
Range 0.74 1.64 0.90 121.6% 2.29
ATR 1.21 1.24 0.03 2.5% 0.00
Volume 3,479 6,852 3,373 97.0% 25,825
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.04 45.32 42.23
R3 44.40 43.68 41.78
R2 42.76 42.76 41.63
R1 42.04 42.04 41.48 42.40
PP 41.12 41.12 41.12 41.30
S1 40.40 40.40 41.18 40.76
S2 39.48 39.48 41.03
S3 37.84 38.76 40.88
S4 36.20 37.12 40.43
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.89 47.13 43.04
R3 45.60 44.84 42.41
R2 43.31 43.31 42.20
R1 42.55 42.55 41.99 42.93
PP 41.02 41.02 41.02 41.22
S1 40.26 40.26 41.57 40.64
S2 38.73 38.73 41.36
S3 36.44 37.97 41.15
S4 34.15 35.68 40.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.83 40.19 1.64 4.0% 1.10 2.7% 70% True True 3,688
10 41.83 39.50 2.33 5.6% 0.99 2.4% 79% True False 5,765
20 46.98 39.50 7.48 18.1% 1.21 2.9% 24% False False 9,289
40 52.22 39.50 12.72 30.8% 1.20 2.9% 14% False False 7,304
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 False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 48.80
2.618 46.12
1.618 44.48
1.000 43.47
0.618 42.84
HIGH 41.83
0.618 41.20
0.500 41.01
0.382 40.82
LOW 40.19
0.618 39.18
1.000 38.55
1.618 37.54
2.618 35.90
4.250 33.22
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 41.22 41.22
PP 41.12 41.12
S1 41.01 41.01

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

View Archives - Comment on this page... - Back to Index of Symbols