NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 39.84 39.38 -0.46 -1.2% 38.95
High 39.91 40.55 0.64 1.6% 40.73
Low 39.08 38.96 -0.12 -0.3% 38.21
Close 39.27 39.98 0.71 1.8% 40.64
Range 0.83 1.59 0.76 91.6% 2.52
ATR 1.33 1.35 0.02 1.4% 0.00
Volume 11,098 20,146 9,048 81.5% 77,381
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 44.60 43.88 40.85
R3 43.01 42.29 40.42
R2 41.42 41.42 40.27
R1 40.70 40.70 40.13 41.06
PP 39.83 39.83 39.83 40.01
S1 39.11 39.11 39.83 39.47
S2 38.24 38.24 39.69
S3 36.65 37.52 39.54
S4 35.06 35.93 39.11
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 38.96 1.77 4.4% 1.20 3.0% 58% False True 13,553
10 40.73 38.21 2.52 6.3% 1.10 2.7% 70% False False 16,662
20 46.00 38.21 7.79 19.5% 1.35 3.4% 23% False False 22,354
40 51.63 38.21 13.42 33.6% 1.34 3.3% 13% False False 18,604
60 53.22 38.21 15.01 37.5% 1.31 3.3% 12% False False 15,543
80 53.22 38.21 15.01 37.5% 1.34 3.3% 12% False False 12,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 47.31
2.618 44.71
1.618 43.12
1.000 42.14
0.618 41.53
HIGH 40.55
0.618 39.94
0.500 39.76
0.382 39.57
LOW 38.96
0.618 37.98
1.000 37.37
1.618 36.39
2.618 34.80
4.250 32.20
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 39.91 39.91
PP 39.83 39.83
S1 39.76 39.76

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

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