NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 44.33 45.34 1.01 2.3% 45.78
High 45.92 46.00 0.08 0.2% 46.46
Low 44.33 44.01 -0.32 -0.7% 44.01
Close 45.24 44.24 -1.00 -2.2% 44.24
Range 1.59 1.99 0.40 25.2% 2.45
ATR 1.38 1.43 0.04 3.1% 0.00
Volume 17,439 18,749 1,310 7.5% 88,213
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 50.72 49.47 45.33
R3 48.73 47.48 44.79
R2 46.74 46.74 44.60
R1 45.49 45.49 44.42 45.12
PP 44.75 44.75 44.75 44.57
S1 43.50 43.50 44.06 43.13
S2 42.76 42.76 43.88
S3 40.77 41.51 43.69
S4 38.78 39.52 43.15
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 52.25 50.70 45.59
R3 49.80 48.25 44.91
R2 47.35 47.35 44.69
R1 45.80 45.80 44.46 45.35
PP 44.90 44.90 44.90 44.68
S1 43.35 43.35 44.02 42.90
S2 42.45 42.45 43.79
S3 40.00 40.90 43.57
S4 37.55 38.45 42.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.46 44.01 2.45 5.5% 1.44 3.3% 9% False True 17,642
10 47.45 44.01 3.44 7.8% 1.45 3.3% 7% False True 17,417
20 49.25 44.01 5.24 11.8% 1.36 3.1% 4% False True 15,516
40 53.22 44.01 9.21 20.8% 1.31 3.0% 2% False True 12,382
60 53.22 44.01 9.21 20.8% 1.33 3.0% 2% False True 10,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 54.46
2.618 51.21
1.618 49.22
1.000 47.99
0.618 47.23
HIGH 46.00
0.618 45.24
0.500 45.01
0.382 44.77
LOW 44.01
0.618 42.78
1.000 42.02
1.618 40.79
2.618 38.80
4.250 35.55
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 45.01 45.01
PP 44.75 44.75
S1 44.50 44.50

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

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