NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 34.87 34.58 -0.29 -0.8% 35.40
High 35.57 34.86 -0.71 -2.0% 37.88
Low 34.29 33.98 -0.31 -0.9% 34.29
Close 34.73 34.74 0.01 0.0% 34.73
Range 1.28 0.88 -0.40 -31.3% 3.59
ATR 1.72 1.66 -0.06 -3.5% 0.00
Volume 116,038 19,661 -96,377 -83.1% 1,739,867
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 37.17 36.83 35.22
R3 36.29 35.95 34.98
R2 35.41 35.41 34.90
R1 35.07 35.07 34.82 35.24
PP 34.53 34.53 34.53 34.61
S1 34.19 34.19 34.66 34.36
S2 33.65 33.65 34.58
S3 32.77 33.31 34.50
S4 31.89 32.43 34.26
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 33.98 3.90 11.2% 1.46 4.2% 19% False True 241,810
10 38.99 33.98 5.01 14.4% 1.64 4.7% 15% False True 419,222
20 43.46 33.98 9.48 27.3% 1.73 5.0% 8% False True 440,587
40 49.23 33.98 15.25 43.9% 1.67 4.8% 5% False True 322,394
60 52.05 33.98 18.07 52.0% 1.68 4.8% 4% False True 240,179
80 52.05 33.98 18.07 52.0% 1.85 5.3% 4% False True 190,462
100 52.05 33.98 18.07 52.0% 1.80 5.2% 4% False True 159,300
120 59.75 33.98 25.77 74.2% 1.78 5.1% 3% False True 135,530
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 0.50
Narrowest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 38.60
2.618 37.16
1.618 36.28
1.000 35.74
0.618 35.40
HIGH 34.86
0.618 34.52
0.500 34.42
0.382 34.32
LOW 33.98
0.618 33.44
1.000 33.10
1.618 32.56
2.618 31.68
4.250 30.24
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 34.63 34.91
PP 34.53 34.85
S1 34.42 34.80

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

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