NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 45.34 44.02 -1.32 -2.9% 45.78
High 46.00 44.08 -1.92 -4.2% 46.46
Low 44.01 42.09 -1.92 -4.4% 44.01
Close 44.24 42.22 -2.02 -4.6% 44.24
Range 1.99 1.99 0.00 0.0% 2.45
ATR 1.43 1.48 0.05 3.6% 0.00
Volume 18,749 42,225 23,476 125.2% 88,213
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.77 47.48 43.31
R3 46.78 45.49 42.77
R2 44.79 44.79 42.58
R1 43.50 43.50 42.40 43.15
PP 42.80 42.80 42.80 42.62
S1 41.51 41.51 42.04 41.16
S2 40.81 40.81 41.86
S3 38.82 39.52 41.67
S4 36.83 37.53 41.13
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 46.00 42.09 3.91 9.3% 1.61 3.8% 3% False True 22,660
10 47.45 42.09 5.36 12.7% 1.51 3.6% 2% False True 19,767
20 49.02 42.09 6.93 16.4% 1.40 3.3% 2% False True 16,774
40 52.36 42.09 10.27 24.3% 1.33 3.1% 1% False True 13,032
60 53.22 42.09 11.13 26.4% 1.34 3.2% 1% False True 10,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Fibonacci Retracements and Extensions
4.250 52.54
2.618 49.29
1.618 47.30
1.000 46.07
0.618 45.31
HIGH 44.08
0.618 43.32
0.500 43.09
0.382 42.85
LOW 42.09
0.618 40.86
1.000 40.10
1.618 38.87
2.618 36.88
4.250 33.63
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 43.09 44.05
PP 42.80 43.44
S1 42.51 42.83

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

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