NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 37.36 38.75 1.39 3.7% 38.33
High 38.87 39.24 0.37 1.0% 40.18
Low 37.21 38.28 1.07 2.9% 36.91
Close 38.42 39.11 0.69 1.8% 37.21
Range 1.66 0.96 -0.70 -42.2% 3.27
ATR 1.49 1.45 -0.04 -2.5% 0.00
Volume 97,650 46,669 -50,981 -52.2% 535,170
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.76 41.39 39.64
R3 40.80 40.43 39.37
R2 39.84 39.84 39.29
R1 39.47 39.47 39.20 39.66
PP 38.88 38.88 38.88 38.97
S1 38.51 38.51 39.02 38.70
S2 37.92 37.92 38.93
S3 36.96 37.55 38.85
S4 36.00 36.59 38.58
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 39.24 36.48 2.76 7.1% 1.06 2.7% 95% True False 74,155
10 40.18 36.48 3.70 9.5% 1.34 3.4% 71% False False 97,943
20 45.66 36.48 9.18 23.5% 1.49 3.8% 29% False False 95,816
40 50.70 36.48 14.22 36.4% 1.50 3.8% 18% False False 72,327
60 53.01 36.48 16.53 42.3% 1.56 4.0% 16% False False 59,926
80 53.01 36.48 16.53 42.3% 1.59 4.1% 16% False False 50,841
100 53.08 36.48 16.60 42.4% 1.68 4.3% 16% False False 45,496
120 56.63 36.48 20.15 51.5% 1.62 4.1% 13% False False 39,687
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.32
2.618 41.75
1.618 40.79
1.000 40.20
0.618 39.83
HIGH 39.24
0.618 38.87
0.500 38.76
0.382 38.65
LOW 38.28
0.618 37.69
1.000 37.32
1.618 36.73
2.618 35.77
4.250 34.20
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 38.99 38.73
PP 38.88 38.35
S1 38.76 37.97

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

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