NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 36.63 35.40 -1.23 -3.4% 40.10
High 36.84 36.70 -0.14 -0.4% 40.15
Low 35.16 34.53 -0.63 -1.8% 35.16
Close 35.62 36.31 0.69 1.9% 35.62
Range 1.68 2.17 0.49 29.2% 4.99
ATR 1.74 1.77 0.03 1.7% 0.00
Volume 505,406 550,476 45,070 8.9% 3,068,109
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.36 41.50 37.50
R3 40.19 39.33 36.91
R2 38.02 38.02 36.71
R1 37.16 37.16 36.51 37.59
PP 35.85 35.85 35.85 36.06
S1 34.99 34.99 36.11 35.42
S2 33.68 33.68 35.91
S3 31.51 32.82 35.71
S4 29.34 30.65 35.12
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 51.95 48.77 38.36
R3 46.96 43.78 36.99
R2 41.97 41.97 36.53
R1 38.79 38.79 36.08 37.89
PP 36.98 36.98 36.98 36.52
S1 33.80 33.80 35.16 32.90
S2 31.99 31.99 34.71
S3 27.00 28.81 34.25
S4 22.01 23.82 32.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.99 34.53 4.46 12.3% 1.81 5.0% 40% False True 596,634
10 42.23 34.53 7.70 21.2% 1.90 5.2% 23% False True 558,705
20 43.46 34.53 8.93 24.6% 1.73 4.8% 20% False True 472,860
40 49.23 34.53 14.70 40.5% 1.66 4.6% 12% False True 304,548
60 52.05 34.53 17.52 48.3% 1.70 4.7% 10% False True 223,402
80 52.05 34.53 17.52 48.3% 1.89 5.2% 10% False True 177,651
100 52.05 34.53 17.52 48.3% 1.79 4.9% 10% False True 148,064
120 61.86 34.53 27.33 75.3% 1.77 4.9% 7% False True 125,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.92
2.618 42.38
1.618 40.21
1.000 38.87
0.618 38.04
HIGH 36.70
0.618 35.87
0.500 35.62
0.382 35.36
LOW 34.53
0.618 33.19
1.000 32.36
1.618 31.02
2.618 28.85
4.250 25.31
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 36.08 36.22
PP 35.85 36.13
S1 35.62 36.04

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

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