NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 37.67 38.10 0.43 1.1% 39.40
High 38.25 39.57 1.32 3.5% 41.01
Low 37.55 37.97 0.42 1.1% 37.88
Close 37.83 39.15 1.32 3.5% 38.16
Range 0.70 1.60 0.90 128.6% 3.13
ATR 1.40 1.42 0.02 1.7% 0.00
Volume 46,171 43,286 -2,885 -6.2% 237,745
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.70 43.02 40.03
R3 42.10 41.42 39.59
R2 40.50 40.50 39.44
R1 39.82 39.82 39.30 40.16
PP 38.90 38.90 38.90 39.07
S1 38.22 38.22 39.00 38.56
S2 37.30 37.30 38.86
S3 35.70 36.62 38.71
S4 34.10 35.02 38.27
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 39.57 37.39 2.18 5.6% 1.06 2.7% 81% True False 37,648
10 41.31 37.39 3.92 10.0% 1.28 3.3% 45% False False 45,712
20 46.66 37.39 9.27 23.7% 1.44 3.7% 19% False False 39,288
40 51.29 37.39 13.90 35.5% 1.47 3.8% 13% False False 29,636
60 53.35 37.39 15.96 40.8% 1.46 3.7% 11% False False 23,855
80 53.35 37.39 15.96 40.8% 1.53 3.9% 11% False False 19,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.37
2.618 43.76
1.618 42.16
1.000 41.17
0.618 40.56
HIGH 39.57
0.618 38.96
0.500 38.77
0.382 38.58
LOW 37.97
0.618 36.98
1.000 36.37
1.618 35.38
2.618 33.78
4.250 31.17
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 39.02 38.93
PP 38.90 38.70
S1 38.77 38.48

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

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