NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 38.75 39.09 0.34 0.9% 37.04
High 39.24 39.09 -0.15 -0.4% 39.24
Low 38.28 37.62 -0.66 -1.7% 36.48
Close 39.11 37.82 -1.29 -3.3% 39.11
Range 0.96 1.47 0.51 53.1% 2.76
ATR 1.45 1.45 0.00 0.2% 0.00
Volume 46,669 49,195 2,526 5.4% 301,740
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.59 41.67 38.63
R3 41.12 40.20 38.22
R2 39.65 39.65 38.09
R1 38.73 38.73 37.95 38.46
PP 38.18 38.18 38.18 38.04
S1 37.26 37.26 37.69 36.99
S2 36.71 36.71 37.55
S3 35.24 35.79 37.42
S4 33.77 34.32 37.01
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.56 45.59 40.63
R3 43.80 42.83 39.87
R2 41.04 41.04 39.62
R1 40.07 40.07 39.36 40.56
PP 38.28 38.28 38.28 38.52
S1 37.31 37.31 38.86 37.80
S2 35.52 35.52 38.60
S3 32.76 34.55 38.35
S4 30.00 31.79 37.59
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 7.3% 1.12 3.0% 49% False False 70,187
10 40.18 36.48 3.70 9.8% 1.32 3.5% 36% False False 88,610
20 44.93 36.48 8.45 22.3% 1.48 3.9% 16% False False 96,936
40 50.70 36.48 14.22 37.6% 1.50 4.0% 9% False False 72,581
60 53.01 36.48 16.53 43.7% 1.55 4.1% 8% False False 60,234
80 53.01 36.48 16.53 43.7% 1.57 4.2% 8% False False 51,121
100 53.08 36.48 16.60 43.9% 1.68 4.4% 8% False False 45,836
120 56.63 36.48 20.15 53.3% 1.62 4.3% 7% False False 39,991
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.34
2.618 42.94
1.618 41.47
1.000 40.56
0.618 40.00
HIGH 39.09
0.618 38.53
0.500 38.36
0.382 38.18
LOW 37.62
0.618 36.71
1.000 36.15
1.618 35.24
2.618 33.77
4.250 31.37
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 38.36 38.23
PP 38.18 38.09
S1 38.00 37.96

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

View Archives - Comment on this page... - Back to Index of Symbols