NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 39.14 38.17 -0.97 -2.5% 39.40
High 39.22 39.02 -0.20 -0.5% 41.01
Low 38.14 37.88 -0.26 -0.7% 37.88
Close 38.44 38.16 -0.28 -0.7% 38.16
Range 1.08 1.14 0.06 5.6% 3.13
ATR 1.53 1.50 -0.03 -1.8% 0.00
Volume 38,926 26,377 -12,549 -32.2% 237,745
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.77 41.11 38.79
R3 40.63 39.97 38.47
R2 39.49 39.49 38.37
R1 38.83 38.83 38.26 38.59
PP 38.35 38.35 38.35 38.24
S1 37.69 37.69 38.06 37.45
S2 37.21 37.21 37.95
S3 36.07 36.55 37.85
S4 34.93 35.41 37.53
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.41 46.41 39.88
R3 45.28 43.28 39.02
R2 42.15 42.15 38.73
R1 40.15 40.15 38.45 39.59
PP 39.02 39.02 39.02 38.73
S1 37.02 37.02 37.87 36.46
S2 35.89 35.89 37.59
S3 32.76 33.89 37.30
S4 29.63 30.76 36.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.01 37.88 3.13 8.2% 1.47 3.9% 9% False True 47,549
10 43.51 37.88 5.63 14.8% 1.53 4.0% 5% False True 50,772
20 46.78 37.88 8.90 23.3% 1.53 4.0% 3% False True 37,141
40 51.29 37.88 13.41 35.1% 1.49 3.9% 2% False True 27,683
60 53.35 37.88 15.47 40.5% 1.46 3.8% 2% False True 22,283
80 53.50 37.88 15.62 40.9% 1.65 4.3% 2% False True 18,826
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.87
2.618 42.00
1.618 40.86
1.000 40.16
0.618 39.72
HIGH 39.02
0.618 38.58
0.500 38.45
0.382 38.32
LOW 37.88
0.618 37.18
1.000 36.74
1.618 36.04
2.618 34.90
4.250 33.04
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 38.45 39.15
PP 38.35 38.82
S1 38.26 38.49

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

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