NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 48.57 48.34 -0.23 -0.5% 50.18
High 49.02 48.75 -0.27 -0.6% 52.04
Low 48.07 47.32 -0.75 -1.6% 48.42
Close 48.67 47.39 -1.28 -2.6% 48.64
Range 0.95 1.43 0.48 50.5% 3.62
ATR 1.47 1.47 0.00 -0.2% 0.00
Volume 17,423 31,285 13,862 79.6% 130,922
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 52.11 51.18 48.18
R3 50.68 49.75 47.78
R2 49.25 49.25 47.65
R1 48.32 48.32 47.52 48.07
PP 47.82 47.82 47.82 47.70
S1 46.89 46.89 47.26 46.64
S2 46.39 46.39 47.13
S3 44.96 45.46 47.00
S4 43.53 44.03 46.60
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 60.56 58.22 50.63
R3 56.94 54.60 49.64
R2 53.32 53.32 49.30
R1 50.98 50.98 48.97 50.34
PP 49.70 49.70 49.70 49.38
S1 47.36 47.36 48.31 46.72
S2 46.08 46.08 47.98
S3 42.46 43.74 47.64
S4 38.84 40.12 46.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.31 47.32 2.99 6.3% 1.22 2.6% 2% False True 27,108
10 52.04 47.32 4.72 10.0% 1.42 3.0% 1% False True 26,286
20 52.04 46.81 5.23 11.0% 1.37 2.9% 11% False False 25,713
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 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.83
2.618 52.49
1.618 51.06
1.000 50.18
0.618 49.63
HIGH 48.75
0.618 48.20
0.500 48.04
0.382 47.87
LOW 47.32
0.618 46.44
1.000 45.89
1.618 45.01
2.618 43.58
4.250 41.24
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 48.04 48.39
PP 47.82 48.05
S1 47.61 47.72

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

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