NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 41.77 41.73 -0.04 -0.1% 41.49
High 42.61 42.23 -0.38 -0.9% 43.46
Low 41.50 41.17 -0.33 -0.8% 40.41
Close 41.65 41.85 0.20 0.5% 41.71
Range 1.11 1.06 -0.05 -4.5% 3.05
ATR 1.62 1.58 -0.04 -2.5% 0.00
Volume 369,509 415,537 46,028 12.5% 1,646,127
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.93 44.45 42.43
R3 43.87 43.39 42.14
R2 42.81 42.81 42.04
R1 42.33 42.33 41.95 42.57
PP 41.75 41.75 41.75 41.87
S1 41.27 41.27 41.75 41.51
S2 40.69 40.69 41.66
S3 39.63 40.21 41.56
S4 38.57 39.15 41.27
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.01 49.41 43.39
R3 47.96 46.36 42.55
R2 44.91 44.91 42.27
R1 43.31 43.31 41.99 44.11
PP 41.86 41.86 41.86 42.26
S1 40.26 40.26 41.43 41.06
S2 38.81 38.81 41.15
S3 35.76 37.21 40.87
S4 32.71 34.16 40.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.46 41.17 2.29 5.5% 1.39 3.3% 30% False True 382,996
10 43.46 40.41 3.05 7.3% 1.47 3.5% 47% False False 393,127
20 49.23 40.41 8.82 21.1% 1.58 3.8% 16% False False 299,746
40 52.05 40.41 11.64 27.8% 1.65 3.9% 12% False False 193,586
60 52.05 40.41 11.64 27.8% 1.68 4.0% 12% False False 143,055
80 52.05 39.97 12.08 28.9% 1.83 4.4% 16% False False 117,478
100 55.70 39.97 15.73 37.6% 1.74 4.2% 12% False False 97,853
120 63.15 39.97 23.18 55.4% 1.72 4.1% 8% False False 83,353
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 True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 46.74
2.618 45.01
1.618 43.95
1.000 43.29
0.618 42.89
HIGH 42.23
0.618 41.83
0.500 41.70
0.382 41.57
LOW 41.17
0.618 40.51
1.000 40.11
1.618 39.45
2.618 38.39
4.250 36.67
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 41.80 42.24
PP 41.75 42.11
S1 41.70 41.98

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

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