NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 46.33 45.65 -0.68 -1.5% 48.66
High 46.96 46.68 -0.28 -0.6% 49.45
Low 45.28 44.84 -0.44 -1.0% 45.28
Close 45.63 46.35 0.72 1.6% 45.63
Range 1.68 1.84 0.16 9.5% 4.17
ATR 1.48 1.51 0.03 1.7% 0.00
Volume 42,657 39,596 -3,061 -7.2% 145,249
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.48 50.75 47.36
R3 49.64 48.91 46.86
R2 47.80 47.80 46.69
R1 47.07 47.07 46.52 47.44
PP 45.96 45.96 45.96 46.14
S1 45.23 45.23 46.18 45.60
S2 44.12 44.12 46.01
S3 42.28 43.39 45.84
S4 40.44 41.55 45.34
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 59.30 56.63 47.92
R3 55.13 52.46 46.78
R2 50.96 50.96 46.39
R1 48.29 48.29 46.01 47.54
PP 46.79 46.79 46.79 46.41
S1 44.12 44.12 45.25 43.37
S2 42.62 42.62 44.87
S3 38.45 39.95 44.48
S4 34.28 35.78 43.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.02 44.84 4.18 9.0% 1.48 3.2% 36% False True 31,138
10 52.04 44.84 7.20 15.5% 1.55 3.3% 21% False True 30,030
20 52.04 44.84 7.20 15.5% 1.42 3.1% 21% False True 27,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.50
2.618 51.50
1.618 49.66
1.000 48.52
0.618 47.82
HIGH 46.68
0.618 45.98
0.500 45.76
0.382 45.54
LOW 44.84
0.618 43.70
1.000 43.00
1.618 41.86
2.618 40.02
4.250 37.02
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 46.15 46.33
PP 45.96 46.30
S1 45.76 46.28

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

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