NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 40.92 41.96 1.04 2.5% 44.52
High 42.25 42.03 -0.22 -0.5% 45.12
Low 40.06 40.58 0.52 1.3% 40.22
Close 41.74 40.67 -1.07 -2.6% 40.74
Range 2.19 1.45 -0.74 -33.8% 4.90
ATR 1.77 1.74 -0.02 -1.3% 0.00
Volume 535,179 363,714 -171,465 -32.0% 2,462,580
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 45.44 44.51 41.47
R3 43.99 43.06 41.07
R2 42.54 42.54 40.94
R1 41.61 41.61 40.80 41.35
PP 41.09 41.09 41.09 40.97
S1 40.16 40.16 40.54 39.90
S2 39.64 39.64 40.40
S3 38.19 38.71 40.27
S4 36.74 37.26 39.87
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 44.11 40.06 4.05 10.0% 1.78 4.4% 15% False False 485,501
10 48.28 40.06 8.22 20.2% 1.68 4.1% 7% False False 470,655
20 48.36 40.06 8.30 20.4% 1.66 4.1% 7% False False 427,725
40 51.42 40.06 11.36 27.9% 1.75 4.3% 5% False False 313,874
60 51.42 39.59 11.83 29.1% 1.99 4.9% 9% False False 246,675
80 51.42 39.22 12.20 30.0% 1.88 4.6% 12% False False 207,867
100 61.00 39.22 21.78 53.6% 1.85 4.6% 7% False False 178,453
120 63.12 39.22 23.90 58.8% 1.79 4.4% 6% False False 157,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.19
2.618 45.83
1.618 44.38
1.000 43.48
0.618 42.93
HIGH 42.03
0.618 41.48
0.500 41.31
0.382 41.13
LOW 40.58
0.618 39.68
1.000 39.13
1.618 38.23
2.618 36.78
4.250 34.42
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 41.31 41.16
PP 41.09 40.99
S1 40.88 40.83

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

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