NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 36.99 37.53 0.54 1.5% 41.61
High 37.97 39.13 1.16 3.1% 41.61
Low 36.10 37.34 1.24 3.4% 36.82
Close 37.60 38.51 0.91 2.4% 37.25
Range 1.87 1.79 -0.08 -4.3% 4.79
ATR 1.69 1.69 0.01 0.4% 0.00
Volume 234,759 273,412 38,653 16.5% 1,340,123
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.70 42.89 39.49
R3 41.91 41.10 39.00
R2 40.12 40.12 38.84
R1 39.31 39.31 38.67 39.72
PP 38.33 38.33 38.33 38.53
S1 37.52 37.52 38.35 37.93
S2 36.54 36.54 38.18
S3 34.75 35.73 38.02
S4 32.96 33.94 37.53
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 40.34 36.10 4.24 11.0% 1.69 4.4% 57% False False 246,274
10 43.37 36.10 7.27 18.9% 1.88 4.9% 33% False False 222,078
20 44.82 36.10 8.72 22.6% 1.64 4.3% 28% False False 153,123
40 50.02 36.10 13.92 36.1% 1.59 4.1% 17% False False 101,749
60 52.60 36.10 16.50 42.8% 1.63 4.2% 15% False False 76,422
80 52.60 36.10 16.50 42.8% 1.80 4.7% 15% False False 62,795
100 52.60 36.10 16.50 42.8% 1.71 4.4% 15% False False 52,961
120 61.65 36.10 25.55 66.3% 1.68 4.4% 9% False False 45,134
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.74
2.618 43.82
1.618 42.03
1.000 40.92
0.618 40.24
HIGH 39.13
0.618 38.45
0.500 38.24
0.382 38.02
LOW 37.34
0.618 36.23
1.000 35.55
1.618 34.44
2.618 32.65
4.250 29.73
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 38.42 38.21
PP 38.33 37.91
S1 38.24 37.62

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

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