NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 35.40 36.32 0.92 2.6% 40.10
High 36.70 37.88 1.18 3.2% 40.15
Low 34.53 36.03 1.50 4.3% 35.16
Close 36.31 37.35 1.04 2.9% 35.62
Range 2.17 1.85 -0.32 -14.7% 4.99
ATR 1.77 1.78 0.01 0.3% 0.00
Volume 550,476 474,159 -76,317 -13.9% 3,068,109
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.64 41.84 38.37
R3 40.79 39.99 37.86
R2 38.94 38.94 37.69
R1 38.14 38.14 37.52 38.54
PP 37.09 37.09 37.09 37.29
S1 36.29 36.29 37.18 36.69
S2 35.24 35.24 37.01
S3 33.39 34.44 36.84
S4 31.54 32.59 36.33
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 11.9% 1.80 4.8% 63% False False 538,029
10 42.00 34.53 7.47 20.0% 1.98 5.3% 38% False False 564,567
20 43.46 34.53 8.93 23.9% 1.72 4.6% 32% False False 478,847
40 49.23 34.53 14.70 39.4% 1.66 4.4% 19% False False 314,077
60 52.05 34.53 17.52 46.9% 1.70 4.6% 16% False False 230,894
80 52.05 34.53 17.52 46.9% 1.90 5.1% 16% False False 183,169
100 52.05 34.53 17.52 46.9% 1.80 4.8% 16% False False 152,652
120 61.36 34.53 26.83 71.8% 1.78 4.8% 11% False False 129,733
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.74
2.618 42.72
1.618 40.87
1.000 39.73
0.618 39.02
HIGH 37.88
0.618 37.17
0.500 36.96
0.382 36.74
LOW 36.03
0.618 34.89
1.000 34.18
1.618 33.04
2.618 31.19
4.250 28.17
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 37.22 36.97
PP 37.09 36.59
S1 36.96 36.21

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

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