NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 44.10 43.63 -0.47 -1.1% 46.43
High 44.76 44.11 -0.65 -1.5% 48.36
Low 43.57 42.62 -0.95 -2.2% 44.11
Close 44.21 42.93 -1.28 -2.9% 44.29
Range 1.19 1.49 0.30 25.2% 4.25
ATR 1.72 1.71 -0.01 -0.5% 0.00
Volume 445,973 502,371 56,398 12.6% 2,085,178
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.69 46.80 43.75
R3 46.20 45.31 43.34
R2 44.71 44.71 43.20
R1 43.82 43.82 43.07 43.52
PP 43.22 43.22 43.22 43.07
S1 42.33 42.33 42.79 42.03
S2 41.73 41.73 42.66
S3 40.24 40.84 42.52
S4 38.75 39.35 42.11
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 46.65 42.62 4.03 9.4% 1.44 3.4% 8% False True 464,423
10 48.36 42.62 5.74 13.4% 1.61 3.7% 5% False True 432,133
20 48.36 42.58 5.78 13.5% 1.59 3.7% 6% False False 397,376
40 51.42 42.58 8.84 20.6% 1.74 4.1% 4% False False 275,930
60 51.42 39.22 12.20 28.4% 2.00 4.7% 30% False False 222,307
80 52.42 39.22 13.20 30.7% 1.86 4.3% 28% False False 186,884
100 62.80 39.22 23.58 54.9% 1.83 4.3% 16% False False 161,033
120 63.12 39.22 23.90 55.7% 1.79 4.2% 16% False False 142,653
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.44
2.618 48.01
1.618 46.52
1.000 45.60
0.618 45.03
HIGH 44.11
0.618 43.54
0.500 43.37
0.382 43.19
LOW 42.62
0.618 41.70
1.000 41.13
1.618 40.21
2.618 38.72
4.250 36.29
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 43.37 43.87
PP 43.22 43.56
S1 43.08 43.24

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

View Archives - Comment on this page... - Back to Index of Symbols