NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 38.02 37.67 -0.35 -0.9% 39.40
High 38.17 38.25 0.08 0.2% 41.01
Low 37.39 37.55 0.16 0.4% 37.88
Close 37.73 37.83 0.10 0.3% 38.16
Range 0.78 0.70 -0.08 -10.3% 3.13
ATR 1.45 1.40 -0.05 -3.7% 0.00
Volume 33,482 46,171 12,689 37.9% 237,745
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 39.98 39.60 38.22
R3 39.28 38.90 38.02
R2 38.58 38.58 37.96
R1 38.20 38.20 37.89 38.39
PP 37.88 37.88 37.88 37.97
S1 37.50 37.50 37.77 37.69
S2 37.18 37.18 37.70
S3 36.48 36.80 37.64
S4 35.78 36.10 37.45
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 40.42 37.39 3.03 8.0% 1.09 2.9% 15% False False 41,746
10 42.28 37.39 4.89 12.9% 1.31 3.5% 9% False False 46,944
20 46.78 37.39 9.39 24.8% 1.44 3.8% 5% False False 38,245
40 51.29 37.39 13.90 36.7% 1.46 3.9% 3% False False 28,864
60 53.35 37.39 15.96 42.2% 1.45 3.8% 3% False False 23,230
80 53.50 37.39 16.11 42.6% 1.57 4.2% 3% False False 19,571
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 41.23
2.618 40.08
1.618 39.38
1.000 38.95
0.618 38.68
HIGH 38.25
0.618 37.98
0.500 37.90
0.382 37.82
LOW 37.55
0.618 37.12
1.000 36.85
1.618 36.42
2.618 35.72
4.250 34.58
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 37.90 38.21
PP 37.88 38.08
S1 37.85 37.96

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

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