NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 45.34 44.92 -0.42 -0.9% 47.26
High 45.93 45.39 -0.54 -1.2% 49.23
Low 44.81 43.91 -0.90 -2.0% 45.30
Close 45.44 44.20 -1.24 -2.7% 45.47
Range 1.12 1.48 0.36 32.1% 3.93
ATR 1.66 1.65 -0.01 -0.6% 0.00
Volume 192,357 237,600 45,243 23.5% 597,450
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.94 48.05 45.01
R3 47.46 46.57 44.61
R2 45.98 45.98 44.47
R1 45.09 45.09 44.34 44.80
PP 44.50 44.50 44.50 44.35
S1 43.61 43.61 44.06 43.32
S2 43.02 43.02 43.93
S3 41.54 42.13 43.79
S4 40.06 40.65 43.39
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 47.54 43.91 3.63 8.2% 1.36 3.1% 8% False True 201,150
10 49.23 43.91 5.32 12.0% 1.56 3.5% 5% False True 145,889
20 49.23 43.52 5.71 12.9% 1.55 3.5% 12% False False 118,202
40 52.05 43.52 8.53 19.3% 1.69 3.8% 8% False False 87,762
60 52.05 39.97 12.08 27.3% 1.94 4.4% 35% False False 72,103
80 52.94 39.97 12.97 29.3% 1.80 4.1% 33% False False 61,024
100 62.97 39.97 23.00 52.0% 1.77 4.0% 18% False False 51,559
120 63.32 39.97 23.35 52.8% 1.71 3.9% 18% False False 44,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.68
2.618 49.26
1.618 47.78
1.000 46.87
0.618 46.30
HIGH 45.39
0.618 44.82
0.500 44.65
0.382 44.48
LOW 43.91
0.618 43.00
1.000 42.43
1.618 41.52
2.618 40.04
4.250 37.62
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 44.65 45.10
PP 44.50 44.80
S1 44.35 44.50

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

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