NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 41.96 41.33 -0.63 -1.5% 44.02
High 42.11 41.60 -0.51 -1.2% 44.08
Low 41.35 40.07 -1.28 -3.1% 40.07
Close 41.69 40.45 -1.24 -3.0% 40.45
Range 0.76 1.53 0.77 101.3% 4.01
ATR 1.45 1.46 0.01 0.9% 0.00
Volume 28,548 28,029 -519 -1.8% 162,692
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.30 44.40 41.29
R3 43.77 42.87 40.87
R2 42.24 42.24 40.73
R1 41.34 41.34 40.59 41.03
PP 40.71 40.71 40.71 40.55
S1 39.81 39.81 40.31 39.50
S2 39.18 39.18 40.17
S3 37.65 38.28 40.03
S4 36.12 36.75 39.61
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 53.56 51.02 42.66
R3 49.55 47.01 41.55
R2 45.54 45.54 41.19
R1 43.00 43.00 40.82 42.27
PP 41.53 41.53 41.53 41.17
S1 38.99 38.99 40.08 38.26
S2 37.52 37.52 39.71
S3 33.51 34.98 39.35
S4 29.50 30.97 38.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.08 40.07 4.01 9.9% 1.51 3.7% 9% False True 32,538
10 46.46 40.07 6.39 15.8% 1.47 3.6% 6% False True 25,090
20 47.45 40.07 7.38 18.2% 1.43 3.5% 5% False True 20,124
40 51.63 40.07 11.56 28.6% 1.34 3.3% 3% False True 15,150
60 53.22 40.07 13.15 32.5% 1.36 3.4% 3% False True 12,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.10
2.618 45.61
1.618 44.08
1.000 43.13
0.618 42.55
HIGH 41.60
0.618 41.02
0.500 40.84
0.382 40.65
LOW 40.07
0.618 39.12
1.000 38.54
1.618 37.59
2.618 36.06
4.250 33.57
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 40.84 41.53
PP 40.71 41.17
S1 40.58 40.81

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

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