NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 38.17 38.02 -0.15 -0.4% 39.40
High 39.02 38.17 -0.85 -2.2% 41.01
Low 37.88 37.39 -0.49 -1.3% 37.88
Close 38.16 37.73 -0.43 -1.1% 38.16
Range 1.14 0.78 -0.36 -31.6% 3.13
ATR 1.50 1.45 -0.05 -3.4% 0.00
Volume 26,377 33,482 7,105 26.9% 237,745
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.10 39.70 38.16
R3 39.32 38.92 37.94
R2 38.54 38.54 37.87
R1 38.14 38.14 37.80 37.95
PP 37.76 37.76 37.76 37.67
S1 37.36 37.36 37.66 37.17
S2 36.98 36.98 37.59
S3 36.20 36.58 37.52
S4 35.42 35.80 37.30
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 37.39 3.62 9.6% 1.27 3.4% 9% False True 45,551
10 42.28 37.39 4.89 13.0% 1.39 3.7% 7% False True 48,965
20 46.78 37.39 9.39 24.9% 1.51 4.0% 4% False True 37,529
40 51.29 37.39 13.90 36.8% 1.47 3.9% 2% False True 28,082
60 53.35 37.39 15.96 42.3% 1.46 3.9% 2% False True 22,622
80 53.50 37.39 16.11 42.7% 1.61 4.3% 2% False True 19,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 41.49
2.618 40.21
1.618 39.43
1.000 38.95
0.618 38.65
HIGH 38.17
0.618 37.87
0.500 37.78
0.382 37.69
LOW 37.39
0.618 36.91
1.000 36.61
1.618 36.13
2.618 35.35
4.250 34.08
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 37.78 38.31
PP 37.76 38.11
S1 37.75 37.92

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

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