NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 41.31 40.10 -1.21 -2.9% 41.77
High 42.00 40.15 -1.85 -4.4% 42.61
Low 39.60 37.50 -2.10 -5.3% 39.60
Close 39.97 37.65 -2.32 -5.8% 39.97
Range 2.40 2.65 0.25 10.4% 3.01
ATR 1.69 1.76 0.07 4.1% 0.00
Volume 510,758 635,413 124,655 24.4% 2,337,977
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.38 44.67 39.11
R3 43.73 42.02 38.38
R2 41.08 41.08 38.14
R1 39.37 39.37 37.89 38.90
PP 38.43 38.43 38.43 38.20
S1 36.72 36.72 37.41 36.25
S2 35.78 35.78 37.16
S3 33.13 34.07 36.92
S4 30.48 31.42 36.19
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 42.23 37.50 4.73 12.6% 1.99 5.3% 3% False True 520,776
10 43.46 37.50 5.96 15.8% 1.82 4.8% 3% False True 461,951
20 46.29 37.50 8.79 23.3% 1.66 4.4% 2% False True 382,521
40 51.29 37.50 13.79 36.6% 1.65 4.4% 1% False True 239,604
60 52.05 37.50 14.55 38.6% 1.69 4.5% 1% False True 177,165
80 52.05 37.50 14.55 38.6% 1.86 4.9% 1% False True 142,443
100 53.60 37.50 16.10 42.8% 1.76 4.7% 1% False True 119,036
120 62.97 37.50 25.47 67.6% 1.75 4.7% 1% False True 101,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 51.41
2.618 47.09
1.618 44.44
1.000 42.80
0.618 41.79
HIGH 40.15
0.618 39.14
0.500 38.83
0.382 38.51
LOW 37.50
0.618 35.86
1.000 34.85
1.618 33.21
2.618 30.56
4.250 26.24
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 38.83 39.75
PP 38.43 39.05
S1 38.04 38.35

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

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