NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 39.11 38.20 -0.91 -2.3% 42.68
High 39.56 38.23 -1.33 -3.4% 42.70
Low 37.71 37.15 -0.56 -1.5% 38.18
Close 37.90 37.46 -0.44 -1.2% 38.57
Range 1.85 1.08 -0.77 -41.6% 4.52
ATR 1.65 1.61 -0.04 -2.5% 0.00
Volume 127,201 83,721 -43,480 -34.2% 726,700
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.85 40.24 38.05
R3 39.77 39.16 37.76
R2 38.69 38.69 37.66
R1 38.08 38.08 37.56 37.85
PP 37.61 37.61 37.61 37.50
S1 37.00 37.00 37.36 36.77
S2 36.53 36.53 37.26
S3 35.45 35.92 37.16
S4 34.37 34.84 36.87
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 40.18 37.15 3.03 8.1% 1.62 4.3% 10% False True 121,731
10 44.45 37.15 7.30 19.5% 1.72 4.6% 4% False True 126,094
20 45.93 37.15 8.78 23.4% 1.60 4.3% 4% False True 91,578
40 50.70 37.15 13.55 36.2% 1.56 4.2% 2% False True 67,601
60 53.01 37.15 15.86 42.3% 1.57 4.2% 2% False True 55,725
80 53.08 37.15 15.93 42.5% 1.76 4.7% 2% False True 48,092
100 53.08 37.15 15.93 42.5% 1.69 4.5% 2% False True 42,406
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 42.82
2.618 41.06
1.618 39.98
1.000 39.31
0.618 38.90
HIGH 38.23
0.618 37.82
0.500 37.69
0.382 37.56
LOW 37.15
0.618 36.48
1.000 36.07
1.618 35.40
2.618 34.32
4.250 32.56
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 37.69 38.67
PP 37.61 38.26
S1 37.54 37.86

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

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