NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 37.36 36.81 -0.55 -1.5% 35.90
High 37.40 37.79 0.39 1.0% 38.28
Low 36.40 36.22 -0.18 -0.5% 35.35
Close 36.60 37.04 0.44 1.2% 38.10
Range 1.00 1.57 0.57 57.0% 2.93
ATR 1.49 1.49 0.01 0.4% 0.00
Volume 267,912 283,623 15,711 5.9% 1,180,874
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.73 40.95 37.90
R3 40.16 39.38 37.47
R2 38.59 38.59 37.33
R1 37.81 37.81 37.18 38.20
PP 37.02 37.02 37.02 37.21
S1 36.24 36.24 36.90 36.63
S2 35.45 35.45 36.75
S3 33.88 34.67 36.61
S4 32.31 33.10 36.18
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 36.22 2.06 5.6% 1.25 3.4% 40% False True 243,999
10 38.28 35.35 2.93 7.9% 1.19 3.2% 58% False False 289,011
20 43.37 35.35 8.02 21.7% 1.53 4.1% 21% False False 263,828
40 50.00 35.35 14.65 39.6% 1.52 4.1% 12% False False 171,151
60 52.60 35.35 17.25 46.6% 1.55 4.2% 10% False False 125,841
80 52.60 35.35 17.25 46.6% 1.59 4.3% 10% False False 99,657
100 52.60 35.35 17.25 46.6% 1.70 4.6% 10% False False 83,791
120 56.05 35.35 20.70 55.9% 1.64 4.4% 8% False False 71,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 44.46
2.618 41.90
1.618 40.33
1.000 39.36
0.618 38.76
HIGH 37.79
0.618 37.19
0.500 37.01
0.382 36.82
LOW 36.22
0.618 35.25
1.000 34.65
1.618 33.68
2.618 32.11
4.250 29.55
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 37.03 37.08
PP 37.02 37.07
S1 37.01 37.05

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

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