NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 36.83 37.36 0.53 1.4% 38.33
High 37.46 38.87 1.41 3.8% 40.18
Low 36.69 37.21 0.52 1.4% 36.91
Close 37.06 38.42 1.36 3.7% 37.21
Range 0.77 1.66 0.89 115.6% 3.27
ATR 1.46 1.49 0.02 1.7% 0.00
Volume 87,271 97,650 10,379 11.9% 535,170
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.15 42.44 39.33
R3 41.49 40.78 38.88
R2 39.83 39.83 38.72
R1 39.12 39.12 38.57 39.48
PP 38.17 38.17 38.17 38.34
S1 37.46 37.46 38.27 37.82
S2 36.51 36.51 38.12
S3 34.85 35.80 37.96
S4 33.19 34.14 37.51
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 38.87 36.48 2.39 6.2% 1.08 2.8% 81% True False 81,565
10 40.37 36.48 3.89 10.1% 1.34 3.5% 50% False False 105,704
20 45.71 36.48 9.23 24.0% 1.51 3.9% 21% False False 95,728
40 50.70 36.48 14.22 37.0% 1.55 4.0% 14% False False 72,111
60 53.01 36.48 16.53 43.0% 1.56 4.1% 12% False False 59,549
80 53.01 36.48 16.53 43.0% 1.64 4.3% 12% False False 50,691
100 53.08 36.48 16.60 43.2% 1.68 4.4% 12% False False 45,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.93
2.618 43.22
1.618 41.56
1.000 40.53
0.618 39.90
HIGH 38.87
0.618 38.24
0.500 38.04
0.382 37.84
LOW 37.21
0.618 36.18
1.000 35.55
1.618 34.52
2.618 32.86
4.250 30.16
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 38.29 38.17
PP 38.17 37.92
S1 38.04 37.68

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

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