NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 43.05 43.00 -0.05 -0.1% 42.79
High 43.92 43.49 -0.43 -1.0% 44.82
Low 42.84 42.48 -0.36 -0.8% 41.84
Close 42.96 43.13 0.17 0.4% 43.06
Range 1.08 1.01 -0.07 -6.5% 2.98
ATR 1.56 1.52 -0.04 -2.5% 0.00
Volume 87,776 84,065 -3,711 -4.2% 318,895
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.06 45.61 43.69
R3 45.05 44.60 43.41
R2 44.04 44.04 43.32
R1 43.59 43.59 43.22 43.82
PP 43.03 43.03 43.03 43.15
S1 42.58 42.58 43.04 42.81
S2 42.02 42.02 42.94
S3 41.01 41.57 42.85
S4 40.00 40.56 42.57
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 52.18 50.60 44.70
R3 49.20 47.62 43.88
R2 46.22 46.22 43.61
R1 44.64 44.64 43.33 45.43
PP 43.24 43.24 43.24 43.64
S1 41.66 41.66 42.79 42.45
S2 40.26 40.26 42.51
S3 37.28 38.68 42.24
S4 34.30 35.70 41.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.82 42.48 2.34 5.4% 1.34 3.1% 28% False True 72,917
10 44.82 41.84 2.98 6.9% 1.41 3.3% 43% False False 84,168
20 50.02 41.84 8.18 19.0% 1.53 3.5% 16% False False 73,373
40 52.60 41.84 10.76 24.9% 1.59 3.7% 12% False False 53,984
60 52.60 41.84 10.76 24.9% 1.61 3.7% 12% False False 42,964
80 52.60 40.67 11.93 27.7% 1.74 4.0% 21% False False 37,295
100 56.05 40.67 15.38 35.7% 1.66 3.8% 16% False False 31,418
120 63.33 40.67 22.66 52.5% 1.62 3.8% 11% False False 27,018
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 True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 47.78
2.618 46.13
1.618 45.12
1.000 44.50
0.618 44.11
HIGH 43.49
0.618 43.10
0.500 42.99
0.382 42.87
LOW 42.48
0.618 41.86
1.000 41.47
1.618 40.85
2.618 39.84
4.250 38.19
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 43.08 43.56
PP 43.03 43.41
S1 42.99 43.27

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

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