NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 44.52 44.10 -0.42 -0.9% 46.43
High 45.12 44.76 -0.36 -0.8% 48.36
Low 43.64 43.57 -0.07 -0.2% 44.11
Close 43.87 44.21 0.34 0.8% 44.29
Range 1.48 1.19 -0.29 -19.6% 4.25
ATR 1.76 1.72 -0.04 -2.3% 0.00
Volume 487,992 445,973 -42,019 -8.6% 2,085,178
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.75 47.17 44.86
R3 46.56 45.98 44.54
R2 45.37 45.37 44.43
R1 44.79 44.79 44.32 45.08
PP 44.18 44.18 44.18 44.33
S1 43.60 43.60 44.10 43.89
S2 42.99 42.99 43.99
S3 41.80 42.41 43.88
S4 40.61 41.22 43.56
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.34 55.56 46.63
R3 54.09 51.31 45.46
R2 49.84 49.84 45.07
R1 47.06 47.06 44.68 46.33
PP 45.59 45.59 45.59 45.22
S1 42.81 42.81 43.90 42.08
S2 41.34 41.34 43.51
S3 37.09 38.56 43.12
S4 32.84 34.31 41.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.28 43.57 4.71 10.7% 1.57 3.5% 14% False True 455,810
10 48.36 43.06 5.30 12.0% 1.78 4.0% 22% False False 434,048
20 48.36 42.58 5.78 13.1% 1.57 3.5% 28% False False 381,851
40 51.42 42.58 8.84 20.0% 1.77 4.0% 18% False False 266,775
60 51.42 39.22 12.20 27.6% 1.99 4.5% 41% False False 215,140
80 53.06 39.22 13.84 31.3% 1.86 4.2% 36% False False 181,245
100 62.80 39.22 23.58 53.3% 1.83 4.1% 21% False False 156,344
120 63.12 39.22 23.90 54.1% 1.79 4.1% 21% False False 138,949
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 49.82
2.618 47.88
1.618 46.69
1.000 45.95
0.618 45.50
HIGH 44.76
0.618 44.31
0.500 44.17
0.382 44.02
LOW 43.57
0.618 42.83
1.000 42.38
1.618 41.64
2.618 40.45
4.250 38.51
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 44.20 44.61
PP 44.18 44.47
S1 44.17 44.34

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

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