NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 45.65 46.42 0.77 1.7% 48.66
High 46.68 46.67 -0.01 0.0% 49.45
Low 44.84 45.35 0.51 1.1% 45.28
Close 46.35 45.43 -0.92 -2.0% 45.63
Range 1.84 1.32 -0.52 -28.3% 4.17
ATR 1.51 1.50 -0.01 -0.9% 0.00
Volume 39,596 27,207 -12,389 -31.3% 145,249
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.78 48.92 46.16
R3 48.46 47.60 45.79
R2 47.14 47.14 45.67
R1 46.28 46.28 45.55 46.05
PP 45.82 45.82 45.82 45.70
S1 44.96 44.96 45.31 44.73
S2 44.50 44.50 45.19
S3 43.18 43.64 45.07
S4 41.86 42.32 44.70
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 48.75 44.84 3.91 8.6% 1.55 3.4% 15% False False 33,095
10 52.04 44.84 7.20 15.8% 1.45 3.2% 8% False False 29,668
20 52.04 44.84 7.20 15.8% 1.44 3.2% 8% False False 27,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.28
2.618 50.13
1.618 48.81
1.000 47.99
0.618 47.49
HIGH 46.67
0.618 46.17
0.500 46.01
0.382 45.85
LOW 45.35
0.618 44.53
1.000 44.03
1.618 43.21
2.618 41.89
4.250 39.74
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 46.01 45.90
PP 45.82 45.74
S1 45.62 45.59

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

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