NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 39.48 39.84 0.36 0.9% 38.02
High 40.04 39.88 -0.16 -0.4% 40.04
Low 39.02 38.43 -0.59 -1.5% 37.39
Close 39.93 38.66 -1.27 -3.2% 39.93
Range 1.02 1.45 0.43 42.2% 2.65
ATR 1.39 1.40 0.01 0.5% 0.00
Volume 20,941 19,492 -1,449 -6.9% 143,880
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.34 42.45 39.46
R3 41.89 41.00 39.06
R2 40.44 40.44 38.93
R1 39.55 39.55 38.79 39.27
PP 38.99 38.99 38.99 38.85
S1 38.10 38.10 38.53 37.82
S2 37.54 37.54 38.39
S3 36.09 36.65 38.26
S4 34.64 35.20 37.86
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.07 46.15 41.39
R3 44.42 43.50 40.66
R2 41.77 41.77 40.42
R1 40.85 40.85 40.17 41.31
PP 39.12 39.12 39.12 39.35
S1 38.20 38.20 39.69 38.66
S2 36.47 36.47 39.44
S3 33.82 35.55 39.20
S4 31.17 32.90 38.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.04 37.39 2.65 6.9% 1.11 2.9% 48% False False 32,674
10 41.01 37.39 3.62 9.4% 1.29 3.3% 35% False False 40,111
20 45.78 37.39 8.39 21.7% 1.43 3.7% 15% False False 39,862
40 51.29 37.39 13.90 36.0% 1.43 3.7% 9% False False 29,655
60 53.35 37.39 15.96 41.3% 1.45 3.8% 8% False False 24,248
80 53.35 37.39 15.96 41.3% 1.47 3.8% 8% False False 20,197
100 53.50 37.39 16.11 41.7% 1.55 4.0% 8% False False 17,812
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.04
2.618 43.68
1.618 42.23
1.000 41.33
0.618 40.78
HIGH 39.88
0.618 39.33
0.500 39.16
0.382 38.98
LOW 38.43
0.618 37.53
1.000 36.98
1.618 36.08
2.618 34.63
4.250 32.27
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 39.16 39.01
PP 38.99 38.89
S1 38.83 38.78

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

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