NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 40.65 39.40 -1.25 -3.1% 43.51
High 40.74 40.06 -0.68 -1.7% 43.51
Low 39.19 38.29 -0.90 -2.3% 39.19
Close 39.59 39.66 0.07 0.2% 39.59
Range 1.55 1.77 0.22 14.2% 4.32
ATR 1.53 1.55 0.02 1.1% 0.00
Volume 52,411 43,471 -8,940 -17.1% 269,984
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.65 43.92 40.63
R3 42.88 42.15 40.15
R2 41.11 41.11 39.98
R1 40.38 40.38 39.82 40.75
PP 39.34 39.34 39.34 39.52
S1 38.61 38.61 39.50 38.98
S2 37.57 37.57 39.34
S3 35.80 36.84 39.17
S4 34.03 35.07 38.69
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 42.28 38.29 3.99 10.1% 1.51 3.8% 34% False True 52,378
10 45.29 38.29 7.00 17.7% 1.63 4.1% 20% False True 41,951
20 46.78 38.29 8.49 21.4% 1.52 3.8% 16% False True 31,703
40 51.29 38.29 13.00 32.8% 1.45 3.7% 11% False True 24,357
60 53.35 38.29 15.06 38.0% 1.47 3.7% 9% False True 19,642
80 53.50 38.29 15.21 38.4% 1.64 4.1% 9% False True 16,714
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.58
2.618 44.69
1.618 42.92
1.000 41.83
0.618 41.15
HIGH 40.06
0.618 39.38
0.500 39.18
0.382 38.97
LOW 38.29
0.618 37.20
1.000 36.52
1.618 35.43
2.618 33.66
4.250 30.77
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 39.50 39.80
PP 39.34 39.75
S1 39.18 39.71

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

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