NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 41.61 39.30 -2.31 -5.6% 43.05
High 41.61 40.05 -1.56 -3.7% 43.92
Low 39.09 38.29 -0.80 -2.0% 41.03
Close 39.30 39.01 -0.29 -0.7% 41.39
Range 2.52 1.76 -0.76 -30.2% 2.89
ATR 1.69 1.69 0.01 0.3% 0.00
Volume 264,152 352,770 88,618 33.5% 544,329
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.40 43.46 39.98
R3 42.64 41.70 39.49
R2 40.88 40.88 39.33
R1 39.94 39.94 39.17 39.53
PP 39.12 39.12 39.12 38.91
S1 38.18 38.18 38.85 37.77
S2 37.36 37.36 38.69
S3 35.60 36.42 38.53
S4 33.84 34.66 38.04
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 43.37 38.29 5.08 13.0% 2.06 5.3% 14% False True 197,882
10 44.82 38.29 6.53 16.7% 1.70 4.4% 11% False True 135,399
20 46.79 38.29 8.50 21.8% 1.62 4.2% 8% False True 109,422
40 50.15 38.29 11.86 30.4% 1.56 4.0% 6% False True 74,771
60 52.60 38.29 14.31 36.7% 1.63 4.2% 5% False True 57,746
80 52.60 38.29 14.31 36.7% 1.78 4.6% 5% False True 48,490
100 54.03 38.29 15.74 40.3% 1.68 4.3% 5% False True 40,982
120 63.11 38.29 24.82 63.6% 1.66 4.3% 3% False True 35,047
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.53
2.618 44.66
1.618 42.90
1.000 41.81
0.618 41.14
HIGH 40.05
0.618 39.38
0.500 39.17
0.382 38.96
LOW 38.29
0.618 37.20
1.000 36.53
1.618 35.44
2.618 33.68
4.250 30.81
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 39.17 40.83
PP 39.12 40.22
S1 39.06 39.62

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

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