NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 41.54 42.72 1.18 2.8% 43.05
High 43.19 43.37 0.18 0.4% 43.92
Low 41.49 41.03 -0.46 -1.1% 41.03
Close 42.50 41.39 -1.11 -2.6% 41.39
Range 1.70 2.34 0.64 37.6% 2.89
ATR 1.57 1.63 0.05 3.5% 0.00
Volume 119,418 118,057 -1,361 -1.1% 544,329
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.95 47.51 42.68
R3 46.61 45.17 42.03
R2 44.27 44.27 41.82
R1 42.83 42.83 41.60 42.38
PP 41.93 41.93 41.93 41.71
S1 40.49 40.49 41.18 40.04
S2 39.59 39.59 40.96
S3 37.25 38.15 40.75
S4 34.91 35.81 40.10
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 50.78 48.98 42.98
R3 47.89 46.09 42.18
R2 45.00 45.00 41.92
R1 43.20 43.20 41.65 42.66
PP 42.11 42.11 42.11 41.84
S1 40.31 40.31 41.13 39.77
S2 39.22 39.22 40.86
S3 36.33 37.42 40.60
S4 33.44 34.53 39.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.92 41.03 2.89 7.0% 1.62 3.9% 12% False True 108,865
10 44.82 41.03 3.79 9.2% 1.64 4.0% 9% False True 96,928
20 47.56 41.03 6.53 15.8% 1.54 3.7% 6% False True 85,450
40 52.60 41.03 11.57 28.0% 1.57 3.8% 3% False True 60,938
60 52.60 41.03 11.57 28.0% 1.60 3.9% 3% False True 48,272
80 52.60 40.67 11.93 28.8% 1.75 4.2% 6% False False 41,189
100 54.58 40.67 13.91 33.6% 1.66 4.0% 5% False False 34,910
120 63.33 40.67 22.66 54.7% 1.65 4.0% 3% False False 30,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 53.32
2.618 49.50
1.618 47.16
1.000 45.71
0.618 44.82
HIGH 43.37
0.618 42.48
0.500 42.20
0.382 41.92
LOW 41.03
0.618 39.58
1.000 38.69
1.618 37.24
2.618 34.90
4.250 31.09
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 42.20 42.20
PP 41.93 41.93
S1 41.66 41.66

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

View Archives - Comment on this page... - Back to Index of Symbols