NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 44.92 44.24 -0.68 -1.5% 47.26
High 45.39 44.54 -0.85 -1.9% 49.23
Low 43.91 42.85 -1.06 -2.4% 45.30
Close 44.20 43.03 -1.17 -2.6% 45.47
Range 1.48 1.69 0.21 14.2% 3.93
ATR 1.65 1.66 0.00 0.2% 0.00
Volume 237,600 260,264 22,664 9.5% 597,450
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.54 47.48 43.96
R3 46.85 45.79 43.49
R2 45.16 45.16 43.34
R1 44.10 44.10 43.18 43.79
PP 43.47 43.47 43.47 43.32
S1 42.41 42.41 42.88 42.10
S2 41.78 41.78 42.72
S3 40.09 40.72 42.57
S4 38.40 39.03 42.10
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 46.71 42.85 3.86 9.0% 1.42 3.3% 5% False True 223,687
10 49.23 42.85 6.38 14.8% 1.57 3.7% 3% False True 160,635
20 49.23 42.85 6.38 14.8% 1.55 3.6% 3% False True 127,233
40 52.05 42.85 9.20 21.4% 1.70 3.9% 2% False True 93,271
60 52.05 39.97 12.08 28.1% 1.93 4.5% 25% False False 75,927
80 52.05 39.97 12.08 28.1% 1.80 4.2% 25% False False 64,020
100 62.97 39.97 23.00 53.5% 1.77 4.1% 13% False False 54,068
120 63.32 39.97 23.35 54.3% 1.70 4.0% 13% False False 46,599
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 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.72
2.618 48.96
1.618 47.27
1.000 46.23
0.618 45.58
HIGH 44.54
0.618 43.89
0.500 43.70
0.382 43.50
LOW 42.85
0.618 41.81
1.000 41.16
1.618 40.12
2.618 38.43
4.250 35.67
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 43.70 44.39
PP 43.47 43.94
S1 43.25 43.48

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

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