NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 40.09 40.48 0.39 1.0% 38.95
High 40.73 40.48 -0.25 -0.6% 40.73
Low 39.66 39.18 -0.48 -1.2% 38.21
Close 40.64 39.40 -1.24 -3.1% 40.64
Range 1.07 1.30 0.23 21.5% 2.52
ATR 1.33 1.34 0.01 0.7% 0.00
Volume 13,924 11,492 -2,432 -17.5% 77,381
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.59 42.79 40.12
R3 42.29 41.49 39.76
R2 40.99 40.99 39.64
R1 40.19 40.19 39.52 39.94
PP 39.69 39.69 39.69 39.56
S1 38.89 38.89 39.28 38.64
S2 38.39 38.39 39.16
S3 37.09 37.59 39.04
S4 35.79 36.29 38.69
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.42 46.55 42.03
R3 44.90 44.03 41.33
R2 42.38 42.38 41.10
R1 41.51 41.51 40.87 41.95
PP 39.86 39.86 39.86 40.08
S1 38.99 38.99 40.41 39.43
S2 37.34 37.34 40.18
S3 34.82 36.47 39.95
S4 32.30 33.95 39.25
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 6.4% 1.04 2.6% 47% False False 17,774
10 41.66 38.21 3.45 8.8% 1.22 3.1% 34% False False 20,585
20 46.46 38.21 8.25 20.9% 1.35 3.4% 14% False False 22,838
40 51.63 38.21 13.42 34.1% 1.35 3.4% 9% False False 18,205
60 53.22 38.21 15.01 38.1% 1.34 3.4% 8% False False 15,177
80 53.22 38.21 15.01 38.1% 1.34 3.4% 8% False False 12,549
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.01
2.618 43.88
1.618 42.58
1.000 41.78
0.618 41.28
HIGH 40.48
0.618 39.98
0.500 39.83
0.382 39.68
LOW 39.18
0.618 38.38
1.000 37.88
1.618 37.08
2.618 35.78
4.250 33.66
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 39.83 39.71
PP 39.69 39.60
S1 39.54 39.50

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

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