NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 42.68 40.54 -2.14 -5.0% 44.10
High 42.70 41.20 -1.50 -3.5% 44.93
Low 40.36 39.58 -0.78 -1.9% 42.22
Close 40.54 40.21 -0.33 -0.8% 42.54
Range 2.34 1.62 -0.72 -30.8% 2.71
ATR 1.64 1.64 0.00 -0.1% 0.00
Volume 125,733 179,570 53,837 42.8% 325,922
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.19 44.32 41.10
R3 43.57 42.70 40.66
R2 41.95 41.95 40.51
R1 41.08 41.08 40.36 40.71
PP 40.33 40.33 40.33 40.14
S1 39.46 39.46 40.06 39.09
S2 38.71 38.71 39.91
S3 37.09 37.84 39.76
S4 35.47 36.22 39.32
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 39.58 4.87 12.1% 1.95 4.9% 13% False True 104,600
10 45.93 39.58 6.35 15.8% 1.64 4.1% 10% False True 75,701
20 47.51 39.58 7.93 19.7% 1.57 3.9% 8% False True 66,067
40 50.70 39.58 11.12 27.7% 1.51 3.8% 6% False True 50,914
60 53.01 39.58 13.43 33.4% 1.59 4.0% 5% False True 43,990
80 53.08 39.58 13.50 33.6% 1.76 4.4% 5% False True 39,142
100 54.45 39.58 14.87 37.0% 1.66 4.1% 4% False True 34,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.09
2.618 45.44
1.618 43.82
1.000 42.82
0.618 42.20
HIGH 41.20
0.618 40.58
0.500 40.39
0.382 40.20
LOW 39.58
0.618 38.58
1.000 37.96
1.618 36.96
2.618 35.34
4.250 32.70
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 40.39 42.02
PP 40.33 41.41
S1 40.27 40.81

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

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