NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 37.86 38.00 0.14 0.4% 35.90
High 38.28 38.09 -0.19 -0.5% 38.28
Low 37.38 36.60 -0.78 -2.1% 35.35
Close 38.10 36.81 -1.29 -3.4% 38.10
Range 0.90 1.49 0.59 65.6% 2.93
ATR 1.50 1.50 0.00 0.0% 0.00
Volume 205,873 220,644 14,771 7.2% 1,180,874
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.64 40.71 37.63
R3 40.15 39.22 37.22
R2 38.66 38.66 37.08
R1 37.73 37.73 36.95 37.45
PP 37.17 37.17 37.17 37.03
S1 36.24 36.24 36.67 35.96
S2 35.68 35.68 36.54
S3 34.19 34.75 36.40
S4 32.70 33.26 35.99
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.03 45.00 39.71
R3 43.10 42.07 38.91
R2 40.17 40.17 38.64
R1 39.14 39.14 38.37 39.66
PP 37.24 37.24 37.24 37.50
S1 36.21 36.21 37.83 36.73
S2 34.31 34.31 37.56
S3 31.38 33.28 37.29
S4 28.45 30.35 36.49
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 8.0% 1.14 3.1% 50% False False 280,303
10 39.13 35.35 3.78 10.3% 1.37 3.7% 39% False False 290,549
20 43.92 35.35 8.57 23.3% 1.55 4.2% 17% False False 239,497
40 50.02 35.35 14.67 39.9% 1.55 4.2% 10% False False 153,488
60 52.60 35.35 17.25 46.9% 1.60 4.3% 8% False False 113,682
80 52.60 35.35 17.25 46.9% 1.61 4.4% 8% False False 90,373
100 52.60 35.35 17.25 46.9% 1.70 4.6% 8% False False 76,236
120 56.31 35.35 20.96 56.9% 1.65 4.5% 7% False False 64,761
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.42
2.618 41.99
1.618 40.50
1.000 39.58
0.618 39.01
HIGH 38.09
0.618 37.52
0.500 37.35
0.382 37.17
LOW 36.60
0.618 35.68
1.000 35.11
1.618 34.19
2.618 32.70
4.250 30.27
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 37.35 37.28
PP 37.17 37.12
S1 36.99 36.97

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

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