NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 43.00 42.92 -0.08 -0.2% 42.79
High 43.49 43.25 -0.24 -0.6% 44.82
Low 42.48 41.26 -1.22 -2.9% 41.84
Close 43.13 41.38 -1.75 -4.1% 43.06
Range 1.01 1.99 0.98 97.0% 2.98
ATR 1.52 1.55 0.03 2.2% 0.00
Volume 84,065 135,013 50,948 60.6% 318,895
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.93 46.65 42.47
R3 45.94 44.66 41.93
R2 43.95 43.95 41.74
R1 42.67 42.67 41.56 42.32
PP 41.96 41.96 41.96 41.79
S1 40.68 40.68 41.20 40.33
S2 39.97 39.97 41.02
S3 37.98 38.69 40.83
S4 35.99 36.70 40.29
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 44.63 41.26 3.37 8.1% 1.43 3.5% 4% False True 84,192
10 44.82 41.26 3.56 8.6% 1.47 3.5% 3% False True 91,126
20 50.00 41.26 8.74 21.1% 1.51 3.7% 1% False True 78,474
40 52.60 41.26 11.34 27.4% 1.56 3.8% 1% False True 56,847
60 52.60 41.26 11.34 27.4% 1.61 3.9% 1% False True 44,933
80 52.60 40.67 11.93 28.8% 1.74 4.2% 6% False False 38,782
100 56.05 40.67 15.38 37.2% 1.66 4.0% 5% False False 32,706
120 63.33 40.67 22.66 54.8% 1.63 3.9% 3% False False 28,121
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 0.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.71
2.618 48.46
1.618 46.47
1.000 45.24
0.618 44.48
HIGH 43.25
0.618 42.49
0.500 42.26
0.382 42.02
LOW 41.26
0.618 40.03
1.000 39.27
1.618 38.04
2.618 36.05
4.250 32.80
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 42.26 42.59
PP 41.96 42.19
S1 41.67 41.78

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

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