NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 45.99 45.99 0.00 0.0% 46.01
High 46.40 46.35 -0.05 -0.1% 48.02
Low 45.46 44.66 -0.80 -1.8% 44.98
Close 46.11 44.81 -1.30 -2.8% 46.36
Range 0.94 1.69 0.75 79.8% 3.04
ATR 1.41 1.43 0.02 1.4% 0.00
Volume 23,597 28,704 5,107 21.6% 100,924
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 50.34 49.27 45.74
R3 48.65 47.58 45.27
R2 46.96 46.96 45.12
R1 45.89 45.89 44.96 45.58
PP 45.27 45.27 45.27 45.12
S1 44.20 44.20 44.66 43.89
S2 43.58 43.58 44.50
S3 41.89 42.51 44.35
S4 40.20 40.82 43.88
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 55.57 54.01 48.03
R3 52.53 50.97 47.20
R2 49.49 49.49 46.92
R1 47.93 47.93 46.64 48.71
PP 46.45 46.45 46.45 46.85
S1 44.89 44.89 46.08 45.67
S2 43.41 43.41 45.80
S3 40.37 41.85 45.52
S4 37.33 38.81 44.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.02 44.66 3.36 7.5% 1.34 3.0% 4% False True 22,981
10 48.02 44.66 3.36 7.5% 1.36 3.0% 4% False True 25,442
20 52.04 44.66 7.38 16.5% 1.41 3.1% 2% False True 27,555
40 53.77 44.66 9.11 20.3% 1.44 3.2% 2% False True 27,912
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 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.53
2.618 50.77
1.618 49.08
1.000 48.04
0.618 47.39
HIGH 46.35
0.618 45.70
0.500 45.51
0.382 45.31
LOW 44.66
0.618 43.62
1.000 42.97
1.618 41.93
2.618 40.24
4.250 37.48
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 45.51 45.85
PP 45.27 45.50
S1 45.04 45.16

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

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