NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 40.48 39.27 -1.21 -3.0% 38.95
High 40.48 40.46 -0.02 0.0% 40.73
Low 39.18 39.27 0.09 0.2% 38.21
Close 39.40 40.40 1.00 2.5% 40.64
Range 1.30 1.19 -0.11 -8.5% 2.52
ATR 1.34 1.33 -0.01 -0.8% 0.00
Volume 11,492 11,108 -384 -3.3% 77,381
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 43.61 43.20 41.05
R3 42.42 42.01 40.73
R2 41.23 41.23 40.62
R1 40.82 40.82 40.51 41.03
PP 40.04 40.04 40.04 40.15
S1 39.63 39.63 40.29 39.84
S2 38.85 38.85 40.18
S3 37.66 38.44 40.07
S4 36.47 37.25 39.75
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 38.32 2.41 6.0% 1.12 2.8% 86% False False 16,643
10 41.66 38.21 3.45 8.5% 1.17 2.9% 63% False False 18,827
20 46.00 38.21 7.79 19.3% 1.35 3.3% 28% False False 22,536
40 51.63 38.21 13.42 33.2% 1.35 3.3% 16% False False 18,246
60 53.22 38.21 15.01 37.2% 1.33 3.3% 15% False False 15,225
80 53.22 38.21 15.01 37.2% 1.35 3.3% 15% False False 12,597
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.52
2.618 43.58
1.618 42.39
1.000 41.65
0.618 41.20
HIGH 40.46
0.618 40.01
0.500 39.87
0.382 39.72
LOW 39.27
0.618 38.53
1.000 38.08
1.618 37.34
2.618 36.15
4.250 34.21
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 40.22 40.25
PP 40.04 40.10
S1 39.87 39.96

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

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