NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 38.89 38.29 -0.60 -1.5% 41.61
High 39.11 38.53 -0.58 -1.5% 41.61
Low 38.08 36.82 -1.26 -3.3% 36.82
Close 38.43 37.25 -1.18 -3.1% 37.25
Range 1.03 1.71 0.68 66.0% 4.79
ATR 1.67 1.67 0.00 0.2% 0.00
Volume 228,071 228,159 88 0.0% 1,340,123
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.66 41.67 38.19
R3 40.95 39.96 37.72
R2 39.24 39.24 37.56
R1 38.25 38.25 37.41 37.89
PP 37.53 37.53 37.53 37.36
S1 36.54 36.54 37.09 36.18
S2 35.82 35.82 36.94
S3 34.11 34.83 36.78
S4 32.40 33.12 36.31
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 52.93 49.88 39.88
R3 48.14 45.09 38.57
R2 43.35 43.35 38.13
R1 40.30 40.30 37.69 39.43
PP 38.56 38.56 38.56 38.13
S1 35.51 35.51 36.81 34.64
S2 33.77 33.77 36.37
S3 28.98 30.72 35.93
S4 24.19 25.93 34.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.61 36.82 4.79 12.9% 1.81 4.9% 9% False True 268,024
10 43.92 36.82 7.10 19.1% 1.72 4.6% 6% False True 188,445
20 44.82 36.82 8.00 21.5% 1.65 4.4% 5% False True 136,517
40 50.02 36.82 13.20 35.4% 1.57 4.2% 3% False True 90,708
60 52.60 36.82 15.78 42.4% 1.64 4.4% 3% False True 68,481
80 52.60 36.82 15.78 42.4% 1.79 4.8% 3% False True 56,914
100 52.60 36.82 15.78 42.4% 1.69 4.5% 3% False True 48,001
120 63.05 36.82 26.23 70.4% 1.67 4.5% 2% False True 40,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.80
2.618 43.01
1.618 41.30
1.000 40.24
0.618 39.59
HIGH 38.53
0.618 37.88
0.500 37.68
0.382 37.47
LOW 36.82
0.618 35.76
1.000 35.11
1.618 34.05
2.618 32.34
4.250 29.55
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 37.68 38.58
PP 37.53 38.14
S1 37.39 37.69

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

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