NYMEX Light Sweet Crude Oil Future July 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 46.34 46.70 0.36 0.8% 49.73
High 47.03 46.70 -0.33 -0.7% 49.74
Low 45.32 45.84 0.52 1.1% 45.83
Close 46.75 45.84 -0.91 -1.9% 46.06
Range 1.71 0.86 -0.85 -49.7% 3.91
ATR
Volume 4,629 6,938 2,309 49.9% 15,614
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.71 48.13 46.31
R3 47.85 47.27 46.08
R2 46.99 46.99 46.00
R1 46.41 46.41 45.92 46.27
PP 46.13 46.13 46.13 46.06
S1 45.55 45.55 45.76 45.41
S2 45.27 45.27 45.68
S3 44.41 44.69 45.60
S4 43.55 43.83 45.37
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.94 56.41 48.21
R3 55.03 52.50 47.14
R2 51.12 51.12 46.78
R1 48.59 48.59 46.42 47.90
PP 47.21 47.21 47.21 46.87
S1 44.68 44.68 45.70 43.99
S2 43.30 43.30 45.34
S3 39.39 40.77 44.98
S4 35.48 36.86 43.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.00 45.32 3.68 8.0% 1.27 2.8% 14% False False 4,389
10 52.22 45.32 6.90 15.1% 1.19 2.6% 8% False False 4,218
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.36
2.618 48.95
1.618 48.09
1.000 47.56
0.618 47.23
HIGH 46.70
0.618 46.37
0.500 46.27
0.382 46.17
LOW 45.84
0.618 45.31
1.000 44.98
1.618 44.45
2.618 43.59
4.250 42.19
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 46.27 46.18
PP 46.13 46.07
S1 45.98 45.95

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

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