NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 40.15 41.31 1.16 2.9% 41.77
High 41.78 42.00 0.22 0.5% 42.61
Low 40.07 39.60 -0.47 -1.2% 39.60
Close 41.08 39.97 -1.11 -2.7% 39.97
Range 1.71 2.40 0.69 40.4% 3.01
ATR 1.63 1.69 0.05 3.4% 0.00
Volume 496,884 510,758 13,874 2.8% 2,337,977
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.72 46.25 41.29
R3 45.32 43.85 40.63
R2 42.92 42.92 40.41
R1 41.45 41.45 40.19 40.99
PP 40.52 40.52 40.52 40.29
S1 39.05 39.05 39.75 38.59
S2 38.12 38.12 39.53
S3 35.72 36.65 39.31
S4 33.32 34.25 38.65
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.76 47.87 41.63
R3 46.75 44.86 40.80
R2 43.74 43.74 40.52
R1 41.85 41.85 40.25 41.29
PP 40.73 40.73 40.73 40.45
S1 38.84 38.84 39.69 38.28
S2 37.72 37.72 39.42
S3 34.71 35.83 39.14
S4 31.70 32.82 38.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.61 39.60 3.01 7.5% 1.68 4.2% 12% False True 467,595
10 43.46 39.60 3.86 9.7% 1.69 4.2% 10% False True 441,674
20 46.71 39.60 7.11 17.8% 1.60 4.0% 5% False True 360,282
40 52.05 39.60 12.45 31.1% 1.63 4.1% 3% False True 226,323
60 52.05 39.60 12.45 31.1% 1.68 4.2% 3% False True 167,154
80 52.05 39.60 12.45 31.1% 1.85 4.6% 3% False True 135,265
100 54.37 39.60 14.77 37.0% 1.75 4.4% 3% False True 112,813
120 63.15 39.60 23.55 58.9% 1.75 4.4% 2% False True 96,148
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 0.42
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 52.20
2.618 48.28
1.618 45.88
1.000 44.40
0.618 43.48
HIGH 42.00
0.618 41.08
0.500 40.80
0.382 40.52
LOW 39.60
0.618 38.12
1.000 37.20
1.618 35.72
2.618 33.32
4.250 29.40
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 40.80 40.80
PP 40.52 40.52
S1 40.25 40.25

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

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