NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 38.33 38.68 0.35 0.9% 42.68
High 39.14 40.18 1.04 2.7% 42.70
Low 37.33 38.48 1.15 3.1% 38.18
Close 38.75 39.56 0.81 2.1% 38.57
Range 1.81 1.70 -0.11 -6.1% 4.52
ATR 1.63 1.63 0.01 0.3% 0.00
Volume 120,275 134,938 14,663 12.2% 726,700
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.51 43.73 40.50
R3 42.81 42.03 40.03
R2 41.11 41.11 39.87
R1 40.33 40.33 39.72 40.72
PP 39.41 39.41 39.41 39.60
S1 38.63 38.63 39.40 39.02
S2 37.71 37.71 39.25
S3 36.01 36.93 39.09
S4 34.31 35.23 38.63
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 41.44 37.33 4.11 10.4% 1.62 4.1% 54% False False 135,322
10 44.45 37.33 7.12 18.0% 1.78 4.5% 31% False False 119,961
20 45.93 37.33 8.60 21.7% 1.58 4.0% 26% False False 86,068
40 50.70 37.33 13.37 33.8% 1.54 3.9% 17% False False 64,226
60 53.01 37.33 15.68 39.6% 1.58 4.0% 14% False False 53,183
80 53.08 37.33 15.75 39.8% 1.78 4.5% 14% False False 46,036
100 53.08 37.33 15.75 39.8% 1.68 4.3% 14% False False 40,513
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.41
2.618 44.63
1.618 42.93
1.000 41.88
0.618 41.23
HIGH 40.18
0.618 39.53
0.500 39.33
0.382 39.13
LOW 38.48
0.618 37.43
1.000 36.78
1.618 35.73
2.618 34.03
4.250 31.26
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 39.48 39.29
PP 39.41 39.02
S1 39.33 38.76

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

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