NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 41.96 41.11 -0.85 -2.0% 44.52
High 42.03 41.55 -0.48 -1.1% 45.12
Low 40.58 39.91 -0.67 -1.7% 40.22
Close 40.67 40.75 0.08 0.2% 40.74
Range 1.45 1.64 0.19 13.1% 4.90
ATR 1.74 1.74 -0.01 -0.4% 0.00
Volume 363,714 251,518 -112,196 -30.8% 2,462,580
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 45.66 44.84 41.65
R3 44.02 43.20 41.20
R2 42.38 42.38 41.05
R1 41.56 41.56 40.90 41.15
PP 40.74 40.74 40.74 40.53
S1 39.92 39.92 40.60 39.51
S2 39.10 39.10 40.45
S3 37.46 38.28 40.30
S4 35.82 36.64 39.85
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 43.33 39.91 3.42 8.4% 1.81 4.4% 25% False True 435,331
10 46.65 39.91 6.74 16.5% 1.63 4.0% 12% False True 449,877
20 48.36 39.91 8.45 20.7% 1.68 4.1% 10% False True 421,086
40 51.42 39.91 11.51 28.2% 1.72 4.2% 7% False True 317,698
60 51.42 39.91 11.51 28.2% 1.99 4.9% 7% False True 248,768
80 51.42 39.22 12.20 29.9% 1.88 4.6% 13% False False 210,214
100 61.00 39.22 21.78 53.4% 1.86 4.6% 7% False False 180,652
120 63.12 39.22 23.90 58.7% 1.79 4.4% 6% False False 158,509
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.52
2.618 45.84
1.618 44.20
1.000 43.19
0.618 42.56
HIGH 41.55
0.618 40.92
0.500 40.73
0.382 40.54
LOW 39.91
0.618 38.90
1.000 38.27
1.618 37.26
2.618 35.62
4.250 32.94
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 40.74 41.08
PP 40.74 40.97
S1 40.73 40.86

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

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