NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 38.20 37.32 -0.88 -2.3% 38.33
High 38.23 38.08 -0.15 -0.4% 40.18
Low 37.15 36.91 -0.24 -0.6% 36.91
Close 37.46 37.21 -0.25 -0.7% 37.21
Range 1.08 1.17 0.09 8.3% 3.27
ATR 1.61 1.57 -0.03 -1.9% 0.00
Volume 83,721 69,035 -14,686 -17.5% 535,170
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.91 40.23 37.85
R3 39.74 39.06 37.53
R2 38.57 38.57 37.42
R1 37.89 37.89 37.32 37.65
PP 37.40 37.40 37.40 37.28
S1 36.72 36.72 37.10 36.48
S2 36.23 36.23 37.00
S3 35.06 35.55 36.89
S4 33.89 34.38 36.57
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.91 45.83 39.01
R3 44.64 42.56 38.11
R2 41.37 41.37 37.81
R1 39.29 39.29 37.51 38.70
PP 38.10 38.10 38.10 37.80
S1 36.02 36.02 36.91 35.43
S2 34.83 34.83 36.61
S3 31.56 32.75 36.31
S4 28.29 29.48 35.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.18 36.91 3.27 8.8% 1.52 4.1% 9% False True 107,034
10 42.70 36.91 5.79 15.6% 1.61 4.3% 5% False True 126,187
20 45.93 36.91 9.02 24.2% 1.61 4.3% 3% False True 92,297
40 50.70 36.91 13.79 37.1% 1.57 4.2% 2% False True 68,376
60 53.01 36.91 16.10 43.3% 1.57 4.2% 2% False True 56,486
80 53.08 36.91 16.17 43.5% 1.77 4.7% 2% False True 48,729
100 53.08 36.91 16.17 43.5% 1.68 4.5% 2% False True 42,946
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.05
2.618 41.14
1.618 39.97
1.000 39.25
0.618 38.80
HIGH 38.08
0.618 37.63
0.500 37.50
0.382 37.36
LOW 36.91
0.618 36.19
1.000 35.74
1.618 35.02
2.618 33.85
4.250 31.94
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 37.50 38.24
PP 37.40 37.89
S1 37.31 37.55

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

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