NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 41.69 40.15 -1.54 -3.7% 41.49
High 41.97 41.78 -0.19 -0.5% 43.46
Low 39.84 40.07 0.23 0.6% 40.41
Close 39.94 41.08 1.14 2.9% 41.71
Range 2.13 1.71 -0.42 -19.7% 3.05
ATR 1.62 1.63 0.02 1.0% 0.00
Volume 545,289 496,884 -48,405 -8.9% 1,646,127
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.11 45.30 42.02
R3 44.40 43.59 41.55
R2 42.69 42.69 41.39
R1 41.88 41.88 41.24 42.29
PP 40.98 40.98 40.98 41.18
S1 40.17 40.17 40.92 40.58
S2 39.27 39.27 40.77
S3 37.56 38.46 40.61
S4 35.85 36.75 40.14
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 43.30 39.84 3.46 8.4% 1.53 3.7% 36% False False 428,738
10 43.46 39.84 3.62 8.8% 1.56 3.8% 34% False False 432,807
20 47.54 39.84 7.70 18.7% 1.55 3.8% 16% False False 342,123
40 52.05 39.84 12.21 29.7% 1.62 3.9% 10% False False 216,103
60 52.05 39.84 12.21 29.7% 1.68 4.1% 10% False False 159,333
80 52.05 39.84 12.21 29.7% 1.83 4.5% 10% False False 129,462
100 55.64 39.84 15.80 38.5% 1.74 4.2% 8% False False 107,865
120 63.15 39.84 23.31 56.7% 1.73 4.2% 5% False False 91,957
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.05
2.618 46.26
1.618 44.55
1.000 43.49
0.618 42.84
HIGH 41.78
0.618 41.13
0.500 40.93
0.382 40.72
LOW 40.07
0.618 39.01
1.000 38.36
1.618 37.30
2.618 35.59
4.250 32.80
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 41.03 41.07
PP 40.98 41.05
S1 40.93 41.04

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

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