NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 40.10 37.68 -2.42 -6.0% 41.77
High 40.15 38.58 -1.57 -3.9% 42.61
Low 37.50 36.64 -0.86 -2.3% 39.60
Close 37.65 37.51 -0.14 -0.4% 39.97
Range 2.65 1.94 -0.71 -26.8% 3.01
ATR 1.76 1.77 0.01 0.8% 0.00
Volume 635,413 767,184 131,771 20.7% 2,337,977
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.40 42.39 38.58
R3 41.46 40.45 38.04
R2 39.52 39.52 37.87
R1 38.51 38.51 37.69 38.05
PP 37.58 37.58 37.58 37.34
S1 36.57 36.57 37.33 36.11
S2 35.64 35.64 37.15
S3 33.70 34.63 36.98
S4 31.76 32.69 36.44
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 42.00 36.64 5.36 14.3% 2.17 5.8% 16% False True 591,105
10 43.46 36.64 6.82 18.2% 1.78 4.7% 13% False True 487,051
20 45.93 36.64 9.29 24.8% 1.69 4.5% 9% False True 409,001
40 49.57 36.64 12.93 34.5% 1.62 4.3% 7% False True 256,970
60 52.05 36.64 15.41 41.1% 1.70 4.5% 6% False True 189,383
80 52.05 36.64 15.41 41.1% 1.87 5.0% 6% False True 151,695
100 53.60 36.64 16.96 45.2% 1.77 4.7% 5% False True 126,635
120 62.97 36.64 26.33 70.2% 1.76 4.7% 3% False True 107,683
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.83
2.618 43.66
1.618 41.72
1.000 40.52
0.618 39.78
HIGH 38.58
0.618 37.84
0.500 37.61
0.382 37.38
LOW 36.64
0.618 35.44
1.000 34.70
1.618 33.50
2.618 31.56
4.250 28.40
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 37.61 39.32
PP 37.58 38.72
S1 37.54 38.11

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

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