NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 46.01 46.65 0.64 1.4% 45.65
High 47.04 47.93 0.89 1.9% 46.85
Low 44.98 46.45 1.47 3.3% 44.84
Close 46.37 47.69 1.32 2.8% 46.16
Range 2.06 1.48 -0.58 -28.2% 2.01
ATR 1.47 1.48 0.01 0.4% 0.00
Volume 28,047 34,948 6,901 24.6% 143,327
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.80 51.22 48.50
R3 50.32 49.74 48.10
R2 48.84 48.84 47.96
R1 48.26 48.26 47.83 48.55
PP 47.36 47.36 47.36 47.50
S1 46.78 46.78 47.55 47.07
S2 45.88 45.88 47.42
S3 44.40 45.30 47.28
S4 42.92 43.82 46.88
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.98 51.08 47.27
R3 49.97 49.07 46.71
R2 47.96 47.96 46.53
R1 47.06 47.06 46.34 47.51
PP 45.95 45.95 45.95 46.18
S1 45.05 45.05 45.98 45.50
S2 43.94 43.94 45.79
S3 41.93 43.04 45.61
S4 39.92 41.03 45.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.93 44.98 2.95 6.2% 1.38 2.9% 92% True False 27,903
10 48.75 44.84 3.91 8.2% 1.47 3.1% 73% False False 30,499
20 52.04 44.84 7.20 15.1% 1.51 3.2% 40% False False 28,898
40 53.77 44.84 8.93 18.7% 1.50 3.1% 32% False False 28,573
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.22
2.618 51.80
1.618 50.32
1.000 49.41
0.618 48.84
HIGH 47.93
0.618 47.36
0.500 47.19
0.382 47.02
LOW 46.45
0.618 45.54
1.000 44.97
1.618 44.06
2.618 42.58
4.250 40.16
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 47.52 47.28
PP 47.36 46.87
S1 47.19 46.46

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

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