NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 45.62 45.34 -0.28 -0.6% 47.26
High 46.29 45.93 -0.36 -0.8% 49.23
Low 44.88 44.81 -0.07 -0.2% 45.30
Close 45.12 45.44 0.32 0.7% 45.47
Range 1.41 1.12 -0.29 -20.6% 3.93
ATR 1.70 1.66 -0.04 -2.4% 0.00
Volume 237,590 192,357 -45,233 -19.0% 597,450
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.75 48.22 46.06
R3 47.63 47.10 45.75
R2 46.51 46.51 45.65
R1 45.98 45.98 45.54 46.25
PP 45.39 45.39 45.39 45.53
S1 44.86 44.86 45.34 45.13
S2 44.27 44.27 45.23
S3 43.15 43.74 45.13
S4 42.03 42.62 44.82
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 49.18 44.81 4.37 9.6% 1.49 3.3% 14% False True 175,009
10 49.23 43.98 5.25 11.6% 1.72 3.8% 28% False False 132,797
20 49.23 43.52 5.71 12.6% 1.52 3.3% 34% False False 109,131
40 52.05 43.52 8.53 18.8% 1.71 3.8% 23% False False 82,923
60 52.05 39.97 12.08 26.6% 1.93 4.3% 45% False False 68,658
80 53.60 39.97 13.63 30.0% 1.80 4.0% 40% False False 58,271
100 62.97 39.97 23.00 50.6% 1.77 3.9% 24% False False 49,297
120 63.32 39.97 23.35 51.4% 1.71 3.8% 23% False False 42,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 50.69
2.618 48.86
1.618 47.74
1.000 47.05
0.618 46.62
HIGH 45.93
0.618 45.50
0.500 45.37
0.382 45.24
LOW 44.81
0.618 44.12
1.000 43.69
1.618 43.00
2.618 41.88
4.250 40.05
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 45.42 45.76
PP 45.39 45.65
S1 45.37 45.55

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

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