NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 47.99 48.29 0.30 0.6% 45.80
High 48.35 48.29 -0.06 -0.1% 48.35
Low 47.13 46.85 -0.28 -0.6% 45.37
Close 48.11 46.85 -1.26 -2.6% 46.85
Range 1.22 1.44 0.22 18.0% 2.98
ATR 1.27 1.28 0.01 0.9% 0.00
Volume 7,763 4,544 -3,219 -41.5% 27,760
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.65 50.69 47.64
R3 50.21 49.25 47.25
R2 48.77 48.77 47.11
R1 47.81 47.81 46.98 47.57
PP 47.33 47.33 47.33 47.21
S1 46.37 46.37 46.72 46.13
S2 45.89 45.89 46.59
S3 44.45 44.93 46.45
S4 43.01 43.49 46.06
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 55.80 54.30 48.49
R3 52.82 51.32 47.67
R2 49.84 49.84 47.40
R1 48.34 48.34 47.12 49.09
PP 46.86 46.86 46.86 47.23
S1 45.36 45.36 46.58 46.11
S2 43.88 43.88 46.30
S3 40.90 42.38 46.03
S4 37.92 39.40 45.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.35 45.37 2.98 6.4% 1.43 3.0% 50% False False 7,189
10 48.35 45.32 3.03 6.5% 1.26 2.7% 50% False False 6,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.41
2.618 52.06
1.618 50.62
1.000 49.73
0.618 49.18
HIGH 48.29
0.618 47.74
0.500 47.57
0.382 47.40
LOW 46.85
0.618 45.96
1.000 45.41
1.618 44.52
2.618 43.08
4.250 40.73
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 47.57 47.60
PP 47.33 47.35
S1 47.09 47.10

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

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