NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 37.68 37.86 0.18 0.5% 41.77
High 38.58 38.99 0.41 1.1% 42.61
Low 36.64 36.87 0.23 0.6% 39.60
Close 37.51 37.16 -0.35 -0.9% 39.97
Range 1.94 2.12 0.18 9.3% 3.01
ATR 1.77 1.79 0.03 1.4% 0.00
Volume 767,184 646,166 -121,018 -15.8% 2,337,977
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.03 42.72 38.33
R3 41.91 40.60 37.74
R2 39.79 39.79 37.55
R1 38.48 38.48 37.35 38.08
PP 37.67 37.67 37.67 37.47
S1 36.36 36.36 36.97 35.96
S2 35.55 35.55 36.77
S3 33.43 34.24 36.58
S4 31.31 32.12 35.99
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 14.4% 2.16 5.8% 10% False False 611,281
10 43.30 36.64 6.66 17.9% 1.83 4.9% 8% False False 508,637
20 45.39 36.64 8.75 23.5% 1.74 4.7% 6% False False 431,692
40 49.23 36.64 12.59 33.9% 1.63 4.4% 4% False False 270,411
60 52.05 36.64 15.41 41.5% 1.72 4.6% 3% False False 199,179
80 52.05 36.64 15.41 41.5% 1.89 5.1% 3% False False 159,416
100 53.60 36.64 16.96 45.6% 1.78 4.8% 3% False False 132,955
120 62.97 36.64 26.33 70.9% 1.76 4.7% 2% False False 113,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.00
2.618 44.54
1.618 42.42
1.000 41.11
0.618 40.30
HIGH 38.99
0.618 38.18
0.500 37.93
0.382 37.68
LOW 36.87
0.618 35.56
1.000 34.75
1.618 33.44
2.618 31.32
4.250 27.86
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 37.93 38.40
PP 37.67 37.98
S1 37.42 37.57

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

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