NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 38.68 40.09 1.41 3.6% 40.26
High 40.14 40.73 0.59 1.5% 41.66
Low 38.68 39.66 0.98 2.5% 38.72
Close 39.80 40.64 0.84 2.1% 39.00
Range 1.46 1.07 -0.39 -26.7% 2.94
ATR 1.35 1.33 -0.02 -1.5% 0.00
Volume 25,253 13,924 -11,329 -44.9% 116,982
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.55 43.17 41.23
R3 42.48 42.10 40.93
R2 41.41 41.41 40.84
R1 41.03 41.03 40.74 41.22
PP 40.34 40.34 40.34 40.44
S1 39.96 39.96 40.54 40.15
S2 39.27 39.27 40.44
S3 38.20 38.89 40.35
S4 37.13 37.82 40.05
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 40.73 38.21 2.52 6.2% 1.00 2.5% 96% True False 18,124
10 41.66 38.21 3.45 8.5% 1.25 3.1% 70% False False 22,239
20 47.11 38.21 8.90 21.9% 1.35 3.3% 27% False False 22,628
40 51.63 38.21 13.42 33.0% 1.35 3.3% 18% False False 18,122
60 53.22 38.21 15.01 36.9% 1.35 3.3% 16% False False 15,091
80 53.22 38.21 15.01 36.9% 1.36 3.3% 16% False False 12,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.28
2.618 43.53
1.618 42.46
1.000 41.80
0.618 41.39
HIGH 40.73
0.618 40.32
0.500 40.20
0.382 40.07
LOW 39.66
0.618 39.00
1.000 38.59
1.618 37.93
2.618 36.86
4.250 35.11
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 40.49 40.27
PP 40.34 39.90
S1 40.20 39.53

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

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