NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 41.61 40.92 -0.69 -1.7% 44.52
High 42.21 42.25 0.04 0.1% 45.12
Low 40.22 40.06 -0.16 -0.4% 40.22
Close 40.74 41.74 1.00 2.5% 40.74
Range 1.99 2.19 0.20 10.1% 4.90
ATR 1.73 1.77 0.03 1.9% 0.00
Volume 480,893 535,179 54,286 11.3% 2,462,580
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.92 47.02 42.94
R3 45.73 44.83 42.34
R2 43.54 43.54 42.14
R1 42.64 42.64 41.94 43.09
PP 41.35 41.35 41.35 41.58
S1 40.45 40.45 41.54 40.90
S2 39.16 39.16 41.34
S3 36.97 38.26 41.14
S4 34.78 36.07 40.54
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 56.73 53.63 43.44
R3 51.83 48.73 42.09
R2 46.93 46.93 41.64
R1 43.83 43.83 41.19 42.93
PP 42.03 42.03 42.03 41.58
S1 38.93 38.93 40.29 38.03
S2 37.13 37.13 39.84
S3 32.23 34.03 39.39
S4 27.33 29.13 38.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.76 40.06 4.70 11.3% 1.73 4.1% 36% False True 501,953
10 48.36 40.06 8.30 19.9% 1.77 4.2% 20% False True 477,741
20 48.36 40.06 8.30 19.9% 1.65 4.0% 20% False True 427,605
40 51.42 40.06 11.36 27.2% 1.74 4.2% 15% False True 306,496
60 51.42 39.22 12.20 29.2% 2.01 4.8% 21% False False 242,596
80 51.42 39.22 12.20 29.2% 1.88 4.5% 21% False False 203,952
100 61.20 39.22 21.98 52.7% 1.85 4.4% 11% False False 175,120
120 63.12 39.22 23.90 57.3% 1.80 4.3% 11% False False 154,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 51.56
2.618 47.98
1.618 45.79
1.000 44.44
0.618 43.60
HIGH 42.25
0.618 41.41
0.500 41.16
0.382 40.90
LOW 40.06
0.618 38.71
1.000 37.87
1.618 36.52
2.618 34.33
4.250 30.75
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 41.55 41.73
PP 41.35 41.71
S1 41.16 41.70

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

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