NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 39.09 37.68 -1.41 -3.6% 37.04
High 39.09 38.93 -0.16 -0.4% 39.24
Low 37.62 37.66 0.04 0.1% 36.48
Close 37.82 38.86 1.04 2.7% 39.11
Range 1.47 1.27 -0.20 -13.6% 2.76
ATR 1.45 1.44 -0.01 -0.9% 0.00
Volume 49,195 54,907 5,712 11.6% 301,740
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.29 41.85 39.56
R3 41.02 40.58 39.21
R2 39.75 39.75 39.09
R1 39.31 39.31 38.98 39.53
PP 38.48 38.48 38.48 38.60
S1 38.04 38.04 38.74 38.26
S2 37.21 37.21 38.63
S3 35.94 36.77 38.51
S4 34.67 35.50 38.16
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 36.69 2.55 6.6% 1.23 3.2% 85% False False 67,138
10 40.18 36.48 3.70 9.5% 1.27 3.3% 64% False False 82,073
20 44.45 36.48 7.97 20.5% 1.49 3.8% 30% False False 97,262
40 50.70 36.48 14.22 36.6% 1.49 3.8% 17% False False 73,355
60 53.01 36.48 16.53 42.5% 1.54 4.0% 14% False False 60,486
80 53.01 36.48 16.53 42.5% 1.56 4.0% 14% False False 51,435
100 53.08 36.48 16.60 42.7% 1.68 4.3% 14% False False 46,219
120 56.63 36.48 20.15 51.9% 1.62 4.2% 12% False False 40,376
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.33
2.618 42.25
1.618 40.98
1.000 40.20
0.618 39.71
HIGH 38.93
0.618 38.44
0.500 38.30
0.382 38.15
LOW 37.66
0.618 36.88
1.000 36.39
1.618 35.61
2.618 34.34
4.250 32.26
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 38.67 38.72
PP 38.48 38.57
S1 38.30 38.43

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

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