NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 46.43 46.11 -0.32 -0.7% 44.74
High 46.73 48.36 1.63 3.5% 47.03
Low 45.56 45.96 0.40 0.9% 42.58
Close 46.14 47.90 1.76 3.8% 46.59
Range 1.17 2.40 1.23 105.1% 4.45
ATR 1.75 1.80 0.05 2.7% 0.00
Volume 305,518 434,574 129,056 42.2% 1,994,247
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 54.61 53.65 49.22
R3 52.21 51.25 48.56
R2 49.81 49.81 48.34
R1 48.85 48.85 48.12 49.33
PP 47.41 47.41 47.41 47.65
S1 46.45 46.45 47.68 46.93
S2 45.01 45.01 47.46
S3 42.61 44.05 47.24
S4 40.21 41.65 46.58
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.75 57.12 49.04
R3 54.30 52.67 47.81
R2 49.85 49.85 47.41
R1 48.22 48.22 47.00 49.04
PP 45.40 45.40 45.40 45.81
S1 43.77 43.77 46.18 44.59
S2 40.95 40.95 45.77
S3 36.50 39.32 45.37
S4 32.05 34.87 44.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.36 43.06 5.30 11.1% 1.98 4.1% 91% True False 412,286
10 48.36 42.58 5.78 12.1% 1.65 3.4% 92% True False 384,794
20 51.42 42.58 8.84 18.5% 1.72 3.6% 60% False False 329,780
40 51.42 42.58 8.84 18.5% 1.80 3.7% 60% False False 220,564
60 51.42 39.22 12.20 25.5% 1.98 4.1% 71% False False 186,969
80 55.30 39.22 16.08 33.6% 1.86 3.9% 54% False False 156,439
100 62.98 39.22 23.76 49.6% 1.83 3.8% 37% False False 135,831
120 63.39 39.22 24.17 50.5% 1.79 3.7% 36% False False 121,565
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.56
2.618 54.64
1.618 52.24
1.000 50.76
0.618 49.84
HIGH 48.36
0.618 47.44
0.500 47.16
0.382 46.88
LOW 45.96
0.618 44.48
1.000 43.56
1.618 42.08
2.618 39.68
4.250 35.76
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 47.65 47.57
PP 47.41 47.25
S1 47.16 46.92

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

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