NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 47.49 46.45 -1.04 -2.2% 47.26
High 47.54 46.71 -0.83 -1.7% 49.23
Low 46.15 45.30 -0.85 -1.8% 45.30
Close 46.24 45.47 -0.77 -1.7% 45.47
Range 1.39 1.41 0.02 1.4% 3.93
ATR 1.75 1.73 -0.02 -1.4% 0.00
Volume 147,577 190,627 43,050 29.2% 597,450
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.06 49.17 46.25
R3 48.65 47.76 45.86
R2 47.24 47.24 45.73
R1 46.35 46.35 45.60 46.09
PP 45.83 45.83 45.83 45.70
S1 44.94 44.94 45.34 44.68
S2 44.42 44.42 45.21
S3 43.01 43.53 45.08
S4 41.60 42.12 44.69
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.46 55.89 47.63
R3 54.53 51.96 46.55
R2 50.60 50.60 46.19
R1 48.03 48.03 45.83 47.35
PP 46.67 46.67 46.67 46.33
S1 44.10 44.10 45.11 43.42
S2 42.74 42.74 44.75
S3 38.81 40.17 44.39
S4 34.88 36.24 43.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.23 45.30 3.93 8.6% 1.69 3.7% 4% False True 119,490
10 49.23 43.52 5.71 12.6% 1.72 3.8% 34% False False 105,310
20 51.29 43.52 7.77 17.1% 1.64 3.6% 25% False False 96,687
40 52.05 43.52 8.53 18.8% 1.71 3.8% 23% False False 74,487
60 52.05 39.97 12.08 26.6% 1.93 4.2% 46% False False 62,416
80 53.60 39.97 13.63 30.0% 1.79 3.9% 40% False False 53,165
100 62.97 39.97 23.00 50.6% 1.77 3.9% 24% False False 45,096
120 63.32 39.97 23.35 51.4% 1.70 3.7% 24% False False 39,156
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.70
2.618 50.40
1.618 48.99
1.000 48.12
0.618 47.58
HIGH 46.71
0.618 46.17
0.500 46.01
0.382 45.84
LOW 45.30
0.618 44.43
1.000 43.89
1.618 43.02
2.618 41.61
4.250 39.31
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 46.01 47.24
PP 45.83 46.65
S1 45.65 46.06

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

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