NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 41.33 40.26 -1.07 -2.6% 44.02
High 41.60 40.82 -0.78 -1.9% 44.08
Low 40.07 39.08 -0.99 -2.5% 40.07
Close 40.45 40.42 -0.03 -0.1% 40.45
Range 1.53 1.74 0.21 13.7% 4.01
ATR 1.46 1.48 0.02 1.4% 0.00
Volume 28,029 28,689 660 2.4% 162,692
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 45.33 44.61 41.38
R3 43.59 42.87 40.90
R2 41.85 41.85 40.74
R1 41.13 41.13 40.58 41.49
PP 40.11 40.11 40.11 40.29
S1 39.39 39.39 40.26 39.75
S2 38.37 38.37 40.10
S3 36.63 37.65 39.94
S4 34.89 35.91 39.46
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 42.98 39.08 3.90 9.6% 1.46 3.6% 34% False True 29,831
10 46.00 39.08 6.92 17.1% 1.54 3.8% 19% False True 26,245
20 47.45 39.08 8.37 20.7% 1.44 3.6% 16% False True 20,886
40 51.63 39.08 12.55 31.0% 1.36 3.4% 11% False True 15,726
60 53.22 39.08 14.14 35.0% 1.35 3.3% 9% False True 12,996
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.22
2.618 45.38
1.618 43.64
1.000 42.56
0.618 41.90
HIGH 40.82
0.618 40.16
0.500 39.95
0.382 39.74
LOW 39.08
0.618 38.00
1.000 37.34
1.618 36.26
2.618 34.52
4.250 31.69
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 40.26 40.60
PP 40.11 40.54
S1 39.95 40.48

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

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