NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 42.92 42.10 -0.82 -1.9% 45.62
High 43.53 43.24 -0.29 -0.7% 46.29
Low 41.55 41.21 -0.34 -0.8% 41.55
Close 42.00 42.79 0.79 1.9% 42.00
Range 1.98 2.03 0.05 2.5% 4.74
ATR 1.68 1.70 0.03 1.5% 0.00
Volume 248,589 354,422 105,833 42.6% 1,176,400
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.50 47.68 43.91
R3 46.47 45.65 43.35
R2 44.44 44.44 43.16
R1 43.62 43.62 42.98 44.03
PP 42.41 42.41 42.41 42.62
S1 41.59 41.59 42.60 42.00
S2 40.38 40.38 42.42
S3 38.35 39.56 42.23
S4 36.32 37.53 41.67
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 45.93 41.21 4.72 11.0% 1.66 3.9% 33% False True 258,646
10 49.23 41.21 8.02 18.7% 1.70 4.0% 20% False True 206,365
20 49.23 41.21 8.02 18.7% 1.60 3.7% 20% False True 149,307
40 52.05 41.21 10.84 25.3% 1.69 3.9% 15% False True 106,917
60 52.05 39.97 12.08 28.2% 1.96 4.6% 23% False False 84,610
80 52.05 39.97 12.08 28.2% 1.82 4.3% 23% False False 71,104
100 61.36 39.97 21.39 50.0% 1.79 4.2% 13% False False 59,911
120 63.32 39.97 23.35 54.6% 1.71 4.0% 12% False False 51,427
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 0.45
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 51.87
2.618 48.55
1.618 46.52
1.000 45.27
0.618 44.49
HIGH 43.24
0.618 42.46
0.500 42.23
0.382 41.99
LOW 41.21
0.618 39.96
1.000 39.18
1.618 37.93
2.618 35.90
4.250 32.58
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 42.60 42.88
PP 42.41 42.85
S1 42.23 42.82

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

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