NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 43.77 42.68 -1.09 -2.5% 44.10
High 44.45 42.70 -1.75 -3.9% 44.93
Low 42.22 40.36 -1.86 -4.4% 42.22
Close 42.54 40.54 -2.00 -4.7% 42.54
Range 2.23 2.34 0.11 4.9% 2.71
ATR 1.58 1.64 0.05 3.4% 0.00
Volume 68,109 125,733 57,624 84.6% 325,922
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.22 46.72 41.83
R3 45.88 44.38 41.18
R2 43.54 43.54 40.97
R1 42.04 42.04 40.75 41.62
PP 41.20 41.20 41.20 40.99
S1 39.70 39.70 40.33 39.28
S2 38.86 38.86 40.11
S3 36.52 37.36 39.90
S4 34.18 35.02 39.25
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 51.36 49.66 44.03
R3 48.65 46.95 43.29
R2 45.94 45.94 43.04
R1 44.24 44.24 42.79 43.74
PP 43.23 43.23 43.23 42.98
S1 41.53 41.53 42.29 41.03
S2 40.52 40.52 42.04
S3 37.81 38.82 41.79
S4 35.10 36.11 41.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.45 40.36 4.09 10.1% 1.83 4.5% 4% False True 80,655
10 45.93 40.36 5.57 13.7% 1.69 4.2% 3% False True 65,310
20 47.87 40.36 7.51 18.5% 1.55 3.8% 2% False True 60,226
40 52.26 40.36 11.90 29.4% 1.54 3.8% 2% False True 47,135
60 53.01 40.36 12.65 31.2% 1.58 3.9% 1% False True 41,379
80 53.08 40.36 12.72 31.4% 1.75 4.3% 1% False True 37,041
100 54.45 40.36 14.09 34.8% 1.65 4.1% 1% False True 32,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 52.65
2.618 48.83
1.618 46.49
1.000 45.04
0.618 44.15
HIGH 42.70
0.618 41.81
0.500 41.53
0.382 41.25
LOW 40.36
0.618 38.91
1.000 38.02
1.618 36.57
2.618 34.23
4.250 30.42
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 41.53 42.41
PP 41.20 41.78
S1 40.87 41.16

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

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