NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 46.54 46.19 -0.35 -0.8% 46.34
High 46.58 47.22 0.64 1.4% 47.22
Low 45.92 45.98 0.06 0.1% 45.32
Close 46.21 46.56 0.35 0.8% 46.56
Range 0.66 1.24 0.58 87.9% 1.90
ATR 0.00 1.21 1.21 0.00
Volume 10,386 8,186 -2,200 -21.2% 33,905
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.31 49.67 47.24
R3 49.07 48.43 46.90
R2 47.83 47.83 46.79
R1 47.19 47.19 46.67 47.51
PP 46.59 46.59 46.59 46.75
S1 45.95 45.95 46.45 46.27
S2 45.35 45.35 46.33
S3 44.11 44.71 46.22
S4 42.87 43.47 45.88
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 52.07 51.21 47.61
R3 50.17 49.31 47.08
R2 48.27 48.27 46.91
R1 47.41 47.41 46.73 47.84
PP 46.37 46.37 46.37 46.58
S1 45.51 45.51 46.39 45.94
S2 44.47 44.47 46.21
S3 42.57 43.61 46.04
S4 40.67 41.71 45.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.22 45.32 1.90 4.1% 1.09 2.3% 65% True False 6,781
10 49.74 45.32 4.42 9.5% 1.11 2.4% 28% False False 4,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.49
2.618 50.47
1.618 49.23
1.000 48.46
0.618 47.99
HIGH 47.22
0.618 46.75
0.500 46.60
0.382 46.45
LOW 45.98
0.618 45.21
1.000 44.74
1.618 43.97
2.618 42.73
4.250 40.71
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 46.60 46.53
PP 46.59 46.50
S1 46.57 46.47

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

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