NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 37.53 38.06 0.53 1.4% 41.61
High 39.13 38.53 -0.60 -1.5% 41.61
Low 37.34 36.54 -0.80 -2.1% 36.82
Close 38.51 36.75 -1.76 -4.6% 37.25
Range 1.79 1.99 0.20 11.2% 4.79
ATR 1.69 1.72 0.02 1.2% 0.00
Volume 273,412 300,698 27,286 10.0% 1,340,123
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.24 41.99 37.84
R3 41.25 40.00 37.30
R2 39.26 39.26 37.11
R1 38.01 38.01 36.93 37.64
PP 37.27 37.27 37.27 37.09
S1 36.02 36.02 36.57 35.65
S2 35.28 35.28 36.39
S3 33.29 34.03 36.20
S4 31.30 32.04 35.66
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 39.13 36.10 3.03 8.2% 1.68 4.6% 21% False False 253,019
10 43.37 36.10 7.27 19.8% 1.88 5.1% 9% False False 238,646
20 44.82 36.10 8.72 23.7% 1.67 4.5% 7% False False 164,886
40 50.02 36.10 13.92 37.9% 1.61 4.4% 5% False False 108,182
60 52.60 36.10 16.50 44.9% 1.64 4.5% 4% False False 81,109
80 52.60 36.10 16.50 44.9% 1.80 4.9% 4% False False 66,317
100 52.60 36.10 16.50 44.9% 1.72 4.7% 4% False False 55,890
120 61.44 36.10 25.34 69.0% 1.69 4.6% 3% False False 47,613
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 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.99
2.618 43.74
1.618 41.75
1.000 40.52
0.618 39.76
HIGH 38.53
0.618 37.77
0.500 37.54
0.382 37.30
LOW 36.54
0.618 35.31
1.000 34.55
1.618 33.32
2.618 31.33
4.250 28.08
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 37.54 37.62
PP 37.27 37.33
S1 37.01 37.04

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

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