NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 40.00 39.14 -0.86 -2.2% 43.51
High 40.42 39.22 -1.20 -3.0% 43.51
Low 38.68 38.14 -0.54 -1.4% 39.19
Close 38.85 38.44 -0.41 -1.1% 39.59
Range 1.74 1.08 -0.66 -37.9% 4.32
ATR 1.57 1.53 -0.03 -2.2% 0.00
Volume 63,776 38,926 -24,850 -39.0% 269,984
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.84 41.22 39.03
R3 40.76 40.14 38.74
R2 39.68 39.68 38.64
R1 39.06 39.06 38.54 38.83
PP 38.60 38.60 38.60 38.49
S1 37.98 37.98 38.34 37.75
S2 37.52 37.52 38.24
S3 36.44 36.90 38.14
S4 35.36 35.82 37.85
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 41.01 38.14 2.87 7.5% 1.55 4.0% 10% False True 52,755
10 45.29 38.14 7.15 18.6% 1.63 4.2% 4% False True 51,000
20 46.78 38.14 8.64 22.5% 1.52 4.0% 3% False True 37,041
40 51.29 38.14 13.15 34.2% 1.48 3.9% 2% False True 27,472
60 53.35 38.14 15.21 39.6% 1.46 3.8% 2% False True 22,028
80 53.50 38.14 15.36 40.0% 1.64 4.3% 2% False True 18,547
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 0.36
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 43.81
2.618 42.05
1.618 40.97
1.000 40.30
0.618 39.89
HIGH 39.22
0.618 38.81
0.500 38.68
0.382 38.55
LOW 38.14
0.618 37.47
1.000 37.06
1.618 36.39
2.618 35.31
4.250 33.55
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 38.68 39.58
PP 38.60 39.20
S1 38.52 38.82

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

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