NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 44.24 42.92 -1.32 -3.0% 45.62
High 44.54 43.53 -1.01 -2.3% 46.29
Low 42.85 41.55 -1.30 -3.0% 41.55
Close 43.03 42.00 -1.03 -2.4% 42.00
Range 1.69 1.98 0.29 17.2% 4.74
ATR 1.66 1.68 0.02 1.4% 0.00
Volume 260,264 248,589 -11,675 -4.5% 1,176,400
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.30 47.13 43.09
R3 46.32 45.15 42.54
R2 44.34 44.34 42.36
R1 43.17 43.17 42.18 42.77
PP 42.36 42.36 42.36 42.16
S1 41.19 41.19 41.82 40.79
S2 40.38 40.38 41.64
S3 38.40 39.21 41.46
S4 36.42 37.23 40.91
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 57.50 54.49 44.61
R3 52.76 49.75 43.30
R2 48.02 48.02 42.87
R1 45.01 45.01 42.43 44.15
PP 43.28 43.28 43.28 42.85
S1 40.27 40.27 41.57 39.41
S2 38.54 38.54 41.13
S3 33.80 35.53 40.70
S4 29.06 30.79 39.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.29 41.55 4.74 11.3% 1.54 3.7% 9% False True 235,280
10 49.23 41.55 7.68 18.3% 1.61 3.8% 6% False True 177,385
20 49.23 41.55 7.68 18.3% 1.58 3.8% 6% False True 136,236
40 52.05 41.55 10.50 25.0% 1.68 4.0% 4% False True 98,673
60 52.05 39.97 12.08 28.8% 1.95 4.6% 17% False False 79,248
80 52.05 39.97 12.08 28.8% 1.81 4.3% 17% False False 66,864
100 61.86 39.97 21.89 52.1% 1.77 4.2% 9% False False 56,460
120 63.32 39.97 23.35 55.6% 1.71 4.1% 9% False False 48,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 51.95
2.618 48.71
1.618 46.73
1.000 45.51
0.618 44.75
HIGH 43.53
0.618 42.77
0.500 42.54
0.382 42.31
LOW 41.55
0.618 40.33
1.000 39.57
1.618 38.35
2.618 36.37
4.250 33.14
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 42.54 43.47
PP 42.36 42.98
S1 42.18 42.49

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

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