NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 38.56 39.13 0.57 1.5% 38.02
High 39.75 39.22 -0.53 -1.3% 40.04
Low 38.51 38.33 -0.18 -0.5% 37.39
Close 39.69 38.51 -1.18 -3.0% 39.93
Range 1.24 0.89 -0.35 -28.2% 2.65
ATR 1.39 1.39 0.00 -0.2% 0.00
Volume 20,459 24,491 4,032 19.7% 143,880
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 41.36 40.82 39.00
R3 40.47 39.93 38.75
R2 39.58 39.58 38.67
R1 39.04 39.04 38.59 38.87
PP 38.69 38.69 38.69 38.60
S1 38.15 38.15 38.43 37.98
S2 37.80 37.80 38.35
S3 36.91 37.26 38.27
S4 36.02 36.37 38.02
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 37.97 2.07 5.4% 1.24 3.2% 26% False False 25,733
10 40.42 37.39 3.03 7.9% 1.16 3.0% 37% False False 33,740
20 45.29 37.39 7.90 20.5% 1.43 3.7% 14% False False 40,045
40 51.29 37.39 13.90 36.1% 1.43 3.7% 8% False False 30,129
60 53.35 37.39 15.96 41.4% 1.44 3.7% 7% False False 24,695
80 53.35 37.39 15.96 41.4% 1.46 3.8% 7% False False 20,586
100 53.50 37.39 16.11 41.8% 1.55 4.0% 7% False False 18,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 43.00
2.618 41.55
1.618 40.66
1.000 40.11
0.618 39.77
HIGH 39.22
0.618 38.88
0.500 38.78
0.382 38.67
LOW 38.33
0.618 37.78
1.000 37.44
1.618 36.89
2.618 36.00
4.250 34.55
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 38.78 39.11
PP 38.69 38.91
S1 38.60 38.71

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

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