NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 42.19 42.27 0.08 0.2% 45.78
High 42.76 42.98 0.22 0.5% 46.46
Low 41.30 41.19 -0.11 -0.3% 44.01
Close 41.88 41.69 -0.19 -0.5% 44.24
Range 1.46 1.79 0.33 22.6% 2.45
ATR 1.48 1.50 0.02 1.5% 0.00
Volume 35,884 28,006 -7,878 -22.0% 88,213
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.32 46.30 42.67
R3 45.53 44.51 42.18
R2 43.74 43.74 42.02
R1 42.72 42.72 41.85 42.34
PP 41.95 41.95 41.95 41.76
S1 40.93 40.93 41.53 40.55
S2 40.16 40.16 41.36
S3 38.37 39.14 41.20
S4 36.58 37.35 40.71
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 41.19 4.81 11.5% 1.76 4.2% 10% False True 28,460
10 47.36 41.19 6.17 14.8% 1.51 3.6% 8% False True 21,957
20 48.35 41.19 7.16 17.2% 1.46 3.5% 7% False True 18,759
40 51.63 41.19 10.44 25.0% 1.33 3.2% 5% False True 14,152
60 53.22 41.19 12.03 28.9% 1.36 3.3% 4% False True 11,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.59
2.618 47.67
1.618 45.88
1.000 44.77
0.618 44.09
HIGH 42.98
0.618 42.30
0.500 42.09
0.382 41.87
LOW 41.19
0.618 40.08
1.000 39.40
1.618 38.29
2.618 36.50
4.250 33.58
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 42.09 42.64
PP 41.95 42.32
S1 41.82 42.01

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

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