NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 47.26 47.03 -0.23 -0.5% 45.62
High 47.60 49.23 1.63 3.4% 47.90
Low 46.45 46.86 0.41 0.9% 43.52
Close 47.04 48.80 1.76 3.7% 47.47
Range 1.15 2.37 1.22 106.1% 4.38
ATR 1.71 1.75 0.05 2.8% 0.00
Volume 64,618 87,734 23,116 35.8% 455,657
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 55.41 54.47 50.10
R3 53.04 52.10 49.45
R2 50.67 50.67 49.23
R1 49.73 49.73 49.02 50.20
PP 48.30 48.30 48.30 48.53
S1 47.36 47.36 48.58 47.83
S2 45.93 45.93 48.37
S3 43.56 44.99 48.15
S4 41.19 42.62 47.50
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 59.44 57.83 49.88
R3 55.06 53.45 48.67
R2 50.68 50.68 48.27
R1 49.07 49.07 47.87 49.88
PP 46.30 46.30 46.30 46.70
S1 44.69 44.69 47.07 45.50
S2 41.92 41.92 46.67
S3 37.54 40.31 46.27
S4 33.16 35.93 45.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.23 43.98 5.25 10.8% 1.95 4.0% 92% True False 90,585
10 49.23 43.52 5.71 11.7% 1.62 3.3% 92% True False 91,557
20 52.05 43.52 8.53 17.5% 1.68 3.4% 62% False False 89,420
40 52.05 43.52 8.53 17.5% 1.74 3.6% 62% False False 66,088
60 52.05 39.97 12.08 24.8% 1.92 3.9% 73% False False 57,534
80 55.70 39.97 15.73 32.2% 1.79 3.7% 56% False False 48,249
100 63.15 39.97 23.18 47.5% 1.76 3.6% 38% False False 40,911
120 63.68 39.97 23.71 48.6% 1.70 3.5% 37% False False 35,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.30
2.618 55.43
1.618 53.06
1.000 51.60
0.618 50.69
HIGH 49.23
0.618 48.32
0.500 48.05
0.382 47.77
LOW 46.86
0.618 45.40
1.000 44.49
1.618 43.03
2.618 40.66
4.250 36.79
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 48.55 48.46
PP 48.30 48.12
S1 48.05 47.78

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

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