NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 38.53 38.68 0.15 0.4% 40.26
High 38.90 40.14 1.24 3.2% 41.66
Low 38.32 38.68 0.36 0.9% 38.72
Close 38.52 39.80 1.28 3.3% 39.00
Range 0.58 1.46 0.88 151.7% 2.94
ATR 1.33 1.35 0.02 1.5% 0.00
Volume 21,440 25,253 3,813 17.8% 116,982
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.92 43.32 40.60
R3 42.46 41.86 40.20
R2 41.00 41.00 40.07
R1 40.40 40.40 39.93 40.70
PP 39.54 39.54 39.54 39.69
S1 38.94 38.94 39.67 39.24
S2 38.08 38.08 39.53
S3 36.62 37.48 39.40
S4 35.16 36.02 39.00
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 40.14 38.21 1.93 4.8% 0.99 2.5% 82% True False 19,771
10 42.11 38.21 3.90 9.8% 1.21 3.1% 41% False False 23,701
20 47.36 38.21 9.15 23.0% 1.36 3.4% 17% False False 22,829
40 51.63 38.21 13.42 33.7% 1.39 3.5% 12% False False 18,145
60 53.22 38.21 15.01 37.7% 1.35 3.4% 11% False False 14,932
80 53.22 38.21 15.01 37.7% 1.39 3.5% 11% False False 12,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.35
2.618 43.96
1.618 42.50
1.000 41.60
0.618 41.04
HIGH 40.14
0.618 39.58
0.500 39.41
0.382 39.24
LOW 38.68
0.618 37.78
1.000 37.22
1.618 36.32
2.618 34.86
4.250 32.48
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 39.67 39.59
PP 39.54 39.38
S1 39.41 39.18

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

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