NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 37.86 37.27 -0.59 -1.6% 41.77
High 38.99 37.54 -1.45 -3.7% 42.61
Low 36.87 36.38 -0.49 -1.3% 39.60
Close 37.16 36.76 -0.40 -1.1% 39.97
Range 2.12 1.16 -0.96 -45.3% 3.01
ATR 1.79 1.75 -0.05 -2.5% 0.00
Volume 646,166 513,940 -132,226 -20.5% 2,337,977
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.37 39.73 37.40
R3 39.21 38.57 37.08
R2 38.05 38.05 36.97
R1 37.41 37.41 36.87 37.15
PP 36.89 36.89 36.89 36.77
S1 36.25 36.25 36.65 35.99
S2 35.73 35.73 36.55
S3 34.57 35.09 36.44
S4 33.41 33.93 36.12
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 36.38 5.62 15.3% 2.05 5.6% 7% False True 614,692
10 43.30 36.38 6.92 18.8% 1.79 4.9% 5% False True 521,715
20 44.54 36.38 8.16 22.2% 1.72 4.7% 5% False True 445,509
40 49.23 36.38 12.85 35.0% 1.63 4.4% 3% False True 281,855
60 52.05 36.38 15.67 42.6% 1.70 4.6% 2% False True 207,011
80 52.05 36.38 15.67 42.6% 1.89 5.1% 2% False True 165,454
100 52.94 36.38 16.56 45.0% 1.78 4.9% 2% False True 137,921
120 62.97 36.38 26.59 72.3% 1.76 4.8% 1% False True 117,217
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 42.47
2.618 40.58
1.618 39.42
1.000 38.70
0.618 38.26
HIGH 37.54
0.618 37.10
0.500 36.96
0.382 36.82
LOW 36.38
0.618 35.66
1.000 35.22
1.618 34.50
2.618 33.34
4.250 31.45
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 36.96 37.69
PP 36.89 37.38
S1 36.83 37.07

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

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