NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 40.54 40.36 -0.18 -0.4% 44.10
High 41.20 41.44 0.24 0.6% 44.93
Low 39.58 39.46 -0.12 -0.3% 42.22
Close 40.21 39.95 -0.26 -0.6% 42.54
Range 1.62 1.98 0.36 22.2% 2.71
ATR 1.64 1.66 0.02 1.5% 0.00
Volume 179,570 154,592 -24,978 -13.9% 325,922
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.22 45.07 41.04
R3 44.24 43.09 40.49
R2 42.26 42.26 40.31
R1 41.11 41.11 40.13 40.70
PP 40.28 40.28 40.28 40.08
S1 39.13 39.13 39.77 38.72
S2 38.30 38.30 39.59
S3 36.32 37.15 39.41
S4 34.34 35.17 38.86
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 39.46 4.99 12.5% 1.98 4.9% 10% False True 119,076
10 45.71 39.46 6.25 15.6% 1.68 4.2% 8% False True 85,752
20 47.16 39.46 7.70 19.3% 1.61 4.0% 6% False True 71,899
40 50.70 39.46 11.24 28.1% 1.52 3.8% 4% False True 53,955
60 53.01 39.46 13.55 33.9% 1.61 4.0% 4% False True 46,006
80 53.08 39.46 13.62 34.1% 1.77 4.4% 4% False True 40,880
100 54.45 39.46 14.99 37.5% 1.67 4.2% 3% False True 35,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.86
2.618 46.62
1.618 44.64
1.000 43.42
0.618 42.66
HIGH 41.44
0.618 40.68
0.500 40.45
0.382 40.22
LOW 39.46
0.618 38.24
1.000 37.48
1.618 36.26
2.618 34.28
4.250 31.05
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 40.45 41.08
PP 40.28 40.70
S1 40.12 40.33

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

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