NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 40.09 39.61 -0.48 -1.2% 42.68
High 40.37 39.82 -0.55 -1.4% 42.70
Low 39.42 38.18 -1.24 -3.1% 38.18
Close 39.78 38.57 -1.21 -3.0% 38.57
Range 0.95 1.64 0.69 72.6% 4.52
ATR 1.61 1.61 0.00 0.1% 0.00
Volume 124,284 142,521 18,237 14.7% 726,700
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.78 42.81 39.47
R3 42.14 41.17 39.02
R2 40.50 40.50 38.87
R1 39.53 39.53 38.72 39.20
PP 38.86 38.86 38.86 38.69
S1 37.89 37.89 38.42 37.56
S2 37.22 37.22 38.27
S3 35.58 36.25 38.12
S4 33.94 34.61 37.67
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 53.38 50.49 41.06
R3 48.86 45.97 39.81
R2 44.34 44.34 39.40
R1 41.45 41.45 38.98 40.64
PP 39.82 39.82 39.82 39.41
S1 36.93 36.93 38.16 36.12
S2 35.30 35.30 37.74
S3 30.78 32.41 37.33
S4 26.26 27.89 36.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.70 38.18 4.52 11.7% 1.71 4.4% 9% False True 145,340
10 44.93 38.18 6.75 17.5% 1.65 4.3% 6% False True 105,262
20 45.93 38.18 7.75 20.1% 1.59 4.1% 5% False True 79,970
40 50.70 38.18 12.52 32.5% 1.52 3.9% 3% False True 59,337
60 53.01 38.18 14.83 38.4% 1.59 4.1% 3% False True 49,562
80 53.08 38.18 14.90 38.6% 1.77 4.6% 3% False True 43,602
100 53.08 38.18 14.90 38.6% 1.67 4.3% 3% False True 38,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.79
2.618 44.11
1.618 42.47
1.000 41.46
0.618 40.83
HIGH 39.82
0.618 39.19
0.500 39.00
0.382 38.81
LOW 38.18
0.618 37.17
1.000 36.54
1.618 35.53
2.618 33.89
4.250 31.21
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 39.00 39.81
PP 38.86 39.40
S1 38.71 38.98

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

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