NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 43.51 41.53 -1.98 -4.6% 45.06
High 43.51 42.04 -1.47 -3.4% 45.78
Low 41.33 40.53 -0.80 -1.9% 43.20
Close 41.47 41.14 -0.33 -0.8% 43.47
Range 2.18 1.51 -0.67 -30.7% 2.58
ATR 1.56 1.55 0.00 -0.2% 0.00
Volume 51,561 66,372 14,811 28.7% 126,145
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.77 44.96 41.97
R3 44.26 43.45 41.56
R2 42.75 42.75 41.42
R1 41.94 41.94 41.28 41.59
PP 41.24 41.24 41.24 41.06
S1 40.43 40.43 41.00 40.08
S2 39.73 39.73 40.86
S3 38.22 38.92 40.72
S4 36.71 37.41 40.31
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 51.89 50.26 44.89
R3 49.31 47.68 44.18
R2 46.73 46.73 43.94
R1 45.10 45.10 43.71 44.63
PP 44.15 44.15 44.15 43.91
S1 42.52 42.52 43.23 42.05
S2 41.57 41.57 43.00
S3 38.99 39.94 42.76
S4 36.41 37.36 42.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.29 40.53 4.76 11.6% 1.86 4.5% 13% False True 40,558
10 46.78 40.53 6.25 15.2% 1.56 3.8% 10% False True 29,545
20 48.10 40.53 7.57 18.4% 1.49 3.6% 8% False True 26,114
40 51.29 40.53 10.76 26.2% 1.42 3.4% 6% False True 20,522
60 53.35 40.53 12.82 31.2% 1.48 3.6% 5% False True 17,005
80 53.50 40.53 12.97 31.5% 1.62 3.9% 5% False True 14,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.46
2.618 45.99
1.618 44.48
1.000 43.55
0.618 42.97
HIGH 42.04
0.618 41.46
0.500 41.29
0.382 41.11
LOW 40.53
0.618 39.60
1.000 39.02
1.618 38.09
2.618 36.58
4.250 34.11
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 41.29 42.91
PP 41.24 42.32
S1 41.19 41.73

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

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