NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 47.03 48.64 1.61 3.4% 45.62
High 49.23 49.18 -0.05 -0.1% 47.90
Low 46.86 47.06 0.20 0.4% 43.52
Close 48.80 47.21 -1.59 -3.3% 47.47
Range 2.37 2.12 -0.25 -10.5% 4.38
ATR 1.75 1.78 0.03 1.5% 0.00
Volume 87,734 106,894 19,160 21.8% 455,657
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 54.18 52.81 48.38
R3 52.06 50.69 47.79
R2 49.94 49.94 47.60
R1 48.57 48.57 47.40 48.20
PP 47.82 47.82 47.82 47.63
S1 46.45 46.45 47.02 46.08
S2 45.70 45.70 46.82
S3 43.58 44.33 46.63
S4 41.46 42.21 46.04
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 46.03 3.20 6.8% 1.75 3.7% 37% False False 90,628
10 49.23 43.52 5.71 12.1% 1.71 3.6% 65% False False 92,803
20 52.05 43.52 8.53 18.1% 1.69 3.6% 43% False False 90,082
40 52.05 43.52 8.53 18.1% 1.74 3.7% 43% False False 67,938
60 52.05 39.97 12.08 25.6% 1.92 4.1% 60% False False 58,575
80 55.64 39.97 15.67 33.2% 1.79 3.8% 46% False False 49,301
100 63.15 39.97 23.18 49.1% 1.77 3.7% 31% False False 41,924
120 63.68 39.97 23.71 50.2% 1.71 3.6% 31% False False 36,437
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.19
2.618 54.73
1.618 52.61
1.000 51.30
0.618 50.49
HIGH 49.18
0.618 48.37
0.500 48.12
0.382 47.87
LOW 47.06
0.618 45.75
1.000 44.94
1.618 43.63
2.618 41.51
4.250 38.05
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 48.12 47.84
PP 47.82 47.63
S1 47.51 47.42

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

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