NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 39.05 38.95 -0.10 -0.3% 40.26
High 39.84 38.98 -0.86 -2.2% 41.66
Low 38.72 38.21 -0.51 -1.3% 38.72
Close 39.00 38.51 -0.49 -1.3% 39.00
Range 1.12 0.77 -0.35 -31.3% 2.94
ATR 1.44 1.39 -0.05 -3.2% 0.00
Volume 13,239 16,764 3,525 26.6% 116,982
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.88 40.46 38.93
R3 40.11 39.69 38.72
R2 39.34 39.34 38.65
R1 38.92 38.92 38.58 38.75
PP 38.57 38.57 38.57 38.48
S1 38.15 38.15 38.44 37.98
S2 37.80 37.80 38.37
S3 37.03 37.38 38.30
S4 36.26 36.61 38.09
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.61 46.75 40.62
R3 45.67 43.81 39.81
R2 42.73 42.73 39.54
R1 40.87 40.87 39.27 40.33
PP 39.79 39.79 39.79 39.53
S1 37.93 37.93 38.73 37.39
S2 36.85 36.85 38.46
S3 33.91 34.99 38.19
S4 30.97 32.05 37.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.66 38.21 3.45 9.0% 1.21 3.2% 9% False True 21,011
10 42.98 38.21 4.77 12.4% 1.34 3.5% 6% False True 25,421
20 47.45 38.21 9.24 24.0% 1.42 3.7% 3% False True 22,594
40 51.63 38.21 13.42 34.8% 1.40 3.6% 2% False True 17,310
60 53.22 38.21 15.01 39.0% 1.35 3.5% 2% False True 14,306
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 42.25
2.618 41.00
1.618 40.23
1.000 39.75
0.618 39.46
HIGH 38.98
0.618 38.69
0.500 38.60
0.382 38.50
LOW 38.21
0.618 37.73
1.000 37.44
1.618 36.96
2.618 36.19
4.250 34.94
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 38.60 39.14
PP 38.57 38.93
S1 38.54 38.72

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

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