NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 41.11 40.65 -0.46 -1.1% 43.51
High 41.31 40.74 -0.57 -1.4% 43.51
Low 40.47 39.19 -1.28 -3.2% 39.19
Close 40.82 39.59 -1.23 -3.0% 39.59
Range 0.84 1.55 0.71 84.5% 4.32
ATR 1.52 1.53 0.01 0.5% 0.00
Volume 44,027 52,411 8,384 19.0% 269,984
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.49 43.59 40.44
R3 42.94 42.04 40.02
R2 41.39 41.39 39.87
R1 40.49 40.49 39.73 40.17
PP 39.84 39.84 39.84 39.68
S1 38.94 38.94 39.45 38.62
S2 38.29 38.29 39.31
S3 36.74 37.39 39.16
S4 35.19 35.84 38.74
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 53.72 50.98 41.97
R3 49.40 46.66 40.78
R2 45.08 45.08 40.38
R1 42.34 42.34 39.99 41.55
PP 40.76 40.76 40.76 40.37
S1 38.02 38.02 39.19 37.23
S2 36.44 36.44 38.80
S3 32.12 33.70 38.40
S4 27.80 29.38 37.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.51 39.19 4.32 10.9% 1.59 4.0% 9% False True 53,996
10 45.78 39.19 6.59 16.6% 1.56 3.9% 6% False True 39,612
20 46.78 39.19 7.59 19.2% 1.51 3.8% 5% False True 30,740
40 51.29 39.19 12.10 30.6% 1.43 3.6% 3% False True 23,536
60 53.35 39.19 14.16 35.8% 1.48 3.7% 3% False True 19,028
80 53.50 39.19 14.31 36.1% 1.63 4.1% 3% False True 16,324
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.33
2.618 44.80
1.618 43.25
1.000 42.29
0.618 41.70
HIGH 40.74
0.618 40.15
0.500 39.97
0.382 39.78
LOW 39.19
0.618 38.23
1.000 37.64
1.618 36.68
2.618 35.13
4.250 32.60
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 39.97 40.74
PP 39.84 40.35
S1 39.72 39.97

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

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