NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 47.74 46.57 -1.17 -2.5% 44.74
High 48.28 46.65 -1.63 -3.4% 47.03
Low 46.17 45.12 -1.05 -2.3% 42.58
Close 46.32 45.20 -1.12 -2.4% 46.59
Range 2.11 1.53 -0.58 -27.5% 4.45
ATR 1.82 1.80 -0.02 -1.1% 0.00
Volume 459,307 437,646 -21,661 -4.7% 1,994,247
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.25 49.25 46.04
R3 48.72 47.72 45.62
R2 47.19 47.19 45.48
R1 46.19 46.19 45.34 45.93
PP 45.66 45.66 45.66 45.52
S1 44.66 44.66 45.06 44.40
S2 44.13 44.13 44.92
S3 42.60 43.13 44.78
S4 41.07 41.60 44.36
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 45.12 3.24 7.2% 1.75 3.9% 2% False True 400,070
10 48.36 42.58 5.78 12.8% 1.77 3.9% 45% False False 403,786
20 51.42 42.58 8.84 19.6% 1.69 3.7% 30% False False 349,512
40 51.42 42.58 8.84 19.6% 1.77 3.9% 30% False False 238,801
60 51.42 39.22 12.20 27.0% 1.98 4.4% 49% False False 198,046
80 53.94 39.22 14.72 32.6% 1.85 4.1% 41% False False 165,899
100 62.98 39.22 23.76 52.6% 1.84 4.1% 25% False False 144,102
120 63.12 39.22 23.90 52.9% 1.80 4.0% 25% False False 128,375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.15
2.618 50.66
1.618 49.13
1.000 48.18
0.618 47.60
HIGH 46.65
0.618 46.07
0.500 45.89
0.382 45.70
LOW 45.12
0.618 44.17
1.000 43.59
1.618 42.64
2.618 41.11
4.250 38.62
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 45.89 46.74
PP 45.66 46.23
S1 45.43 45.71

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

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