NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 45.63 46.13 0.50 1.1% 48.66
High 46.30 46.32 0.02 0.0% 49.45
Low 45.19 45.39 0.20 0.4% 45.28
Close 45.87 45.79 -0.08 -0.2% 45.63
Range 1.11 0.93 -0.18 -16.2% 4.17
ATR 1.47 1.43 -0.04 -2.6% 0.00
Volume 26,758 27,855 1,097 4.1% 145,249
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.62 48.14 46.30
R3 47.69 47.21 46.05
R2 46.76 46.76 45.96
R1 46.28 46.28 45.88 46.06
PP 45.83 45.83 45.83 45.72
S1 45.35 45.35 45.70 45.13
S2 44.90 44.90 45.62
S3 43.97 44.42 45.53
S4 43.04 43.49 45.28
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 46.96 44.84 2.12 4.6% 1.38 3.0% 45% False False 32,814
10 49.73 44.84 4.89 10.7% 1.34 2.9% 19% False False 29,483
20 52.04 44.84 7.20 15.7% 1.45 3.2% 13% False False 27,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 50.27
2.618 48.75
1.618 47.82
1.000 47.25
0.618 46.89
HIGH 46.32
0.618 45.96
0.500 45.86
0.382 45.75
LOW 45.39
0.618 44.82
1.000 44.46
1.618 43.89
2.618 42.96
4.250 41.44
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 45.86 45.93
PP 45.83 45.88
S1 45.81 45.84

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

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