NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 37.04 36.83 -0.21 -0.6% 38.33
High 37.22 37.46 0.24 0.6% 40.18
Low 36.48 36.69 0.21 0.6% 36.91
Close 36.87 37.06 0.19 0.5% 37.21
Range 0.74 0.77 0.03 4.1% 3.27
ATR 1.52 1.46 -0.05 -3.5% 0.00
Volume 70,150 87,271 17,121 24.4% 535,170
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 39.38 38.99 37.48
R3 38.61 38.22 37.27
R2 37.84 37.84 37.20
R1 37.45 37.45 37.13 37.65
PP 37.07 37.07 37.07 37.17
S1 36.68 36.68 36.99 36.88
S2 36.30 36.30 36.92
S3 35.53 35.91 36.85
S4 34.76 35.14 36.64
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 39.56 36.48 3.08 8.3% 1.12 3.0% 19% False False 87,475
10 41.44 36.48 4.96 13.4% 1.37 3.7% 12% False False 111,398
20 45.93 36.48 9.45 25.5% 1.50 4.1% 6% False False 93,550
40 50.70 36.48 14.22 38.4% 1.54 4.2% 4% False False 70,506
60 53.01 36.48 16.53 44.6% 1.55 4.2% 4% False False 58,191
80 53.08 36.48 16.60 44.8% 1.69 4.6% 3% False False 49,962
100 53.08 36.48 16.60 44.8% 1.68 4.5% 3% False False 44,295
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.73
2.618 39.48
1.618 38.71
1.000 38.23
0.618 37.94
HIGH 37.46
0.618 37.17
0.500 37.08
0.382 36.98
LOW 36.69
0.618 36.21
1.000 35.92
1.618 35.44
2.618 34.67
4.250 33.42
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 37.08 37.28
PP 37.07 37.21
S1 37.07 37.13

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

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