NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 39.13 38.70 -0.43 -1.1% 38.02
High 39.22 39.76 0.54 1.4% 40.04
Low 38.33 38.16 -0.17 -0.4% 37.39
Close 38.51 39.13 0.62 1.6% 39.93
Range 0.89 1.60 0.71 79.8% 2.65
ATR 1.39 1.40 0.02 1.1% 0.00
Volume 24,491 32,589 8,098 33.1% 143,880
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.82 43.07 40.01
R3 42.22 41.47 39.57
R2 40.62 40.62 39.42
R1 39.87 39.87 39.28 40.25
PP 39.02 39.02 39.02 39.20
S1 38.27 38.27 38.98 38.65
S2 37.42 37.42 38.84
S3 35.82 36.67 38.69
S4 34.22 35.07 38.25
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 38.16 1.88 4.8% 1.24 3.2% 52% False True 23,594
10 40.04 37.39 2.65 6.8% 1.15 2.9% 66% False False 30,621
20 45.29 37.39 7.90 20.2% 1.42 3.6% 22% False False 40,130
40 51.29 37.39 13.90 35.5% 1.41 3.6% 13% False False 30,583
60 53.35 37.39 15.96 40.8% 1.42 3.6% 11% False False 25,064
80 53.35 37.39 15.96 40.8% 1.45 3.7% 11% False False 20,943
100 53.50 37.39 16.11 41.2% 1.55 4.0% 11% False False 18,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.56
2.618 43.95
1.618 42.35
1.000 41.36
0.618 40.75
HIGH 39.76
0.618 39.15
0.500 38.96
0.382 38.77
LOW 38.16
0.618 37.17
1.000 36.56
1.618 35.57
2.618 33.97
4.250 31.36
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 39.07 39.07
PP 39.02 39.02
S1 38.96 38.96

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

View Archives - Comment on this page... - Back to Index of Symbols