NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 38.36 37.84 -0.52 -1.4% 37.04
High 38.36 38.87 0.51 1.3% 39.24
Low 37.46 37.28 -0.18 -0.5% 36.48
Close 37.64 38.17 0.53 1.4% 39.11
Range 0.90 1.59 0.69 76.7% 2.76
ATR 1.44 1.45 0.01 0.8% 0.00
Volume 59,446 67,442 7,996 13.5% 301,740
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.88 42.11 39.04
R3 41.29 40.52 38.61
R2 39.70 39.70 38.46
R1 38.93 38.93 38.32 39.32
PP 38.11 38.11 38.11 38.30
S1 37.34 37.34 38.02 37.73
S2 36.52 36.52 37.88
S3 34.93 35.75 37.73
S4 33.34 34.16 37.30
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 37.28 1.96 5.1% 1.24 3.2% 45% False True 55,531
10 39.24 36.48 2.76 7.2% 1.16 3.0% 61% False False 68,548
20 44.45 36.48 7.97 20.9% 1.47 3.9% 21% False False 96,504
40 50.67 36.48 14.19 37.2% 1.47 3.9% 12% False False 75,101
60 53.01 36.48 16.53 43.3% 1.50 3.9% 10% False False 61,485
80 53.01 36.48 16.53 43.3% 1.55 4.1% 10% False False 52,641
100 53.08 36.48 16.60 43.5% 1.68 4.4% 10% False False 47,122
120 56.44 36.48 19.96 52.3% 1.61 4.2% 8% False False 41,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.63
2.618 43.03
1.618 41.44
1.000 40.46
0.618 39.85
HIGH 38.87
0.618 38.26
0.500 38.08
0.382 37.89
LOW 37.28
0.618 36.30
1.000 35.69
1.618 34.71
2.618 33.12
4.250 30.52
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 38.14 38.15
PP 38.11 38.13
S1 38.08 38.11

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

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