NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 36.47 37.86 1.39 3.8% 36.99
High 37.95 38.28 0.33 0.9% 39.13
Low 36.28 37.38 1.10 3.0% 35.68
Close 37.50 38.10 0.60 1.6% 36.06
Range 1.67 0.90 -0.77 -46.1% 3.45
ATR 1.55 1.50 -0.05 -3.0% 0.00
Volume 374,658 205,873 -168,785 -45.1% 1,503,981
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.62 40.26 38.60
R3 39.72 39.36 38.35
R2 38.82 38.82 38.27
R1 38.46 38.46 38.18 38.64
PP 37.92 37.92 37.92 38.01
S1 37.56 37.56 38.02 37.74
S2 37.02 37.02 37.94
S3 36.12 36.66 37.85
S4 35.22 35.76 37.61
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.31 45.13 37.96
R3 43.86 41.68 37.01
R2 40.41 40.41 36.69
R1 38.23 38.23 36.38 37.60
PP 36.96 36.96 36.96 36.64
S1 34.78 34.78 35.74 34.15
S2 33.51 33.51 35.43
S3 30.06 31.33 35.11
S4 26.61 27.88 34.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.28 35.35 2.93 7.7% 1.09 2.9% 94% True False 316,684
10 39.13 35.35 3.78 9.9% 1.39 3.7% 73% False False 291,301
20 44.63 35.35 9.28 24.4% 1.55 4.1% 30% False False 230,739
40 50.02 35.35 14.67 38.5% 1.55 4.1% 19% False False 149,161
60 52.60 35.35 17.25 45.3% 1.61 4.2% 16% False False 110,392
80 52.60 35.35 17.25 45.3% 1.63 4.3% 16% False False 87,938
100 52.60 35.35 17.25 45.3% 1.70 4.5% 16% False False 74,109
120 56.31 35.35 20.96 55.0% 1.65 4.3% 13% False False 62,977
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 2 trading days
Fibonacci Retracements and Extensions
4.250 42.11
2.618 40.64
1.618 39.74
1.000 39.18
0.618 38.84
HIGH 38.28
0.618 37.94
0.500 37.83
0.382 37.72
LOW 37.38
0.618 36.82
1.000 36.48
1.618 35.92
2.618 35.02
4.250 33.56
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 38.01 37.72
PP 37.92 37.35
S1 37.83 36.97

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

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