NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 35.80 34.87 -0.93 -2.6% 35.40
High 35.84 35.57 -0.27 -0.8% 37.88
Low 34.63 34.29 -0.34 -1.0% 34.29
Close 34.95 34.73 -0.22 -0.6% 34.73
Range 1.21 1.28 0.07 5.8% 3.59
ATR 1.76 1.72 -0.03 -1.9% 0.00
Volume 196,227 116,038 -80,189 -40.9% 1,739,867
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 38.70 38.00 35.43
R3 37.42 36.72 35.08
R2 36.14 36.14 34.96
R1 35.44 35.44 34.85 35.15
PP 34.86 34.86 34.86 34.72
S1 34.16 34.16 34.61 33.87
S2 33.58 33.58 34.50
S3 32.30 32.88 34.38
S4 31.02 31.60 34.03
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.40 44.16 36.70
R3 42.81 40.57 35.72
R2 39.22 39.22 35.39
R1 36.98 36.98 35.06 36.31
PP 35.63 35.63 35.63 35.30
S1 33.39 33.39 34.40 32.72
S2 32.04 32.04 34.07
S3 28.45 29.80 33.74
S4 24.86 26.21 32.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.88 34.29 3.59 10.3% 1.71 4.9% 12% False True 347,973
10 40.15 34.29 5.86 16.9% 1.81 5.2% 8% False True 480,797
20 43.46 34.29 9.17 26.4% 1.75 5.0% 5% False True 461,236
40 49.23 34.29 14.94 43.0% 1.69 4.9% 3% False True 324,895
60 52.05 34.29 17.76 51.1% 1.69 4.9% 2% False True 240,786
80 52.05 34.29 17.76 51.1% 1.89 5.4% 2% False True 190,688
100 52.05 34.29 17.76 51.1% 1.80 5.2% 2% False True 159,273
120 60.46 34.29 26.17 75.4% 1.79 5.1% 2% False True 135,506
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.01
2.618 38.92
1.618 37.64
1.000 36.85
0.618 36.36
HIGH 35.57
0.618 35.08
0.500 34.93
0.382 34.78
LOW 34.29
0.618 33.50
1.000 33.01
1.618 32.22
2.618 30.94
4.250 28.85
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 34.93 35.82
PP 34.86 35.46
S1 34.80 35.09

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

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