NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 46.45 45.62 -0.83 -1.8% 47.26
High 46.71 46.29 -0.42 -0.9% 49.23
Low 45.30 44.88 -0.42 -0.9% 45.30
Close 45.47 45.12 -0.35 -0.8% 45.47
Range 1.41 1.41 0.00 0.0% 3.93
ATR 1.73 1.70 -0.02 -1.3% 0.00
Volume 190,627 237,590 46,963 24.6% 597,450
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.66 48.80 45.90
R3 48.25 47.39 45.51
R2 46.84 46.84 45.38
R1 45.98 45.98 45.25 45.71
PP 45.43 45.43 45.43 45.29
S1 44.57 44.57 44.99 44.30
S2 44.02 44.02 44.86
S3 42.61 43.16 44.73
S4 41.20 41.75 44.34
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 44.88 4.35 9.6% 1.74 3.9% 6% False True 154,084
10 49.23 43.52 5.71 12.7% 1.74 3.8% 28% False False 122,216
20 49.57 43.52 6.05 13.4% 1.56 3.5% 26% False False 104,939
40 52.05 43.52 8.53 18.9% 1.71 3.8% 19% False False 79,574
60 52.05 39.97 12.08 26.8% 1.93 4.3% 43% False False 65,927
80 53.60 39.97 13.63 30.2% 1.79 4.0% 38% False False 56,043
100 62.97 39.97 23.00 51.0% 1.77 3.9% 22% False False 47,419
120 63.32 39.97 23.35 51.8% 1.71 3.8% 22% False False 41,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Fibonacci Retracements and Extensions
4.250 52.28
2.618 49.98
1.618 48.57
1.000 47.70
0.618 47.16
HIGH 46.29
0.618 45.75
0.500 45.59
0.382 45.42
LOW 44.88
0.618 44.01
1.000 43.47
1.618 42.60
2.618 41.19
4.250 38.89
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 45.59 46.21
PP 45.43 45.85
S1 45.28 45.48

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

View Archives - Comment on this page... - Back to Index of Symbols