NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 36.70 37.36 0.66 1.8% 35.90
High 37.94 37.40 -0.54 -1.4% 38.28
Low 36.66 36.40 -0.26 -0.7% 35.35
Close 37.87 36.60 -1.27 -3.4% 38.10
Range 1.28 1.00 -0.28 -21.9% 2.93
ATR 1.49 1.49 0.00 -0.1% 0.00
Volume 241,945 267,912 25,967 10.7% 1,180,874
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 39.80 39.20 37.15
R3 38.80 38.20 36.88
R2 37.80 37.80 36.78
R1 37.20 37.20 36.69 37.00
PP 36.80 36.80 36.80 36.70
S1 36.20 36.20 36.51 36.00
S2 35.80 35.80 36.42
S3 34.80 35.20 36.33
S4 33.80 34.20 36.05
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 36.28 2.00 5.5% 1.27 3.5% 16% False False 262,206
10 38.53 35.35 3.18 8.7% 1.23 3.4% 39% False False 290,718
20 43.37 35.35 8.02 21.9% 1.55 4.2% 16% False False 256,398
40 50.02 35.35 14.67 40.1% 1.54 4.2% 9% False False 164,885
60 52.60 35.35 17.25 47.1% 1.58 4.3% 7% False False 121,455
80 52.60 35.35 17.25 47.1% 1.60 4.4% 7% False False 96,323
100 52.60 35.35 17.25 47.1% 1.70 4.6% 7% False False 81,115
120 56.05 35.35 20.70 56.6% 1.64 4.5% 6% False False 68,915
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 True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.65
2.618 40.02
1.618 39.02
1.000 38.40
0.618 38.02
HIGH 37.40
0.618 37.02
0.500 36.90
0.382 36.78
LOW 36.40
0.618 35.78
1.000 35.40
1.618 34.78
2.618 33.78
4.250 32.15
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 36.90 37.25
PP 36.80 37.03
S1 36.70 36.82

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

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