NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 42.10 43.02 0.92 2.2% 45.62
High 43.24 43.12 -0.12 -0.3% 46.29
Low 41.21 41.62 0.41 1.0% 41.55
Close 42.79 41.71 -1.08 -2.5% 42.00
Range 2.03 1.50 -0.53 -26.1% 4.74
ATR 1.70 1.69 -0.01 -0.9% 0.00
Volume 354,422 272,900 -81,522 -23.0% 1,176,400
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.65 45.68 42.54
R3 45.15 44.18 42.12
R2 43.65 43.65 41.99
R1 42.68 42.68 41.85 42.42
PP 42.15 42.15 42.15 42.02
S1 41.18 41.18 41.57 40.92
S2 40.65 40.65 41.44
S3 39.15 39.68 41.30
S4 37.65 38.18 40.89
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 45.39 41.21 4.18 10.0% 1.74 4.2% 12% False False 274,755
10 49.18 41.21 7.97 19.1% 1.61 3.9% 6% False False 224,882
20 49.23 41.21 8.02 19.2% 1.62 3.9% 6% False False 158,219
40 52.05 41.21 10.84 26.0% 1.69 4.1% 5% False False 112,931
60 52.05 40.23 11.82 28.3% 1.94 4.6% 13% False False 88,589
80 52.05 39.97 12.08 29.0% 1.83 4.4% 14% False False 74,278
100 61.26 39.97 21.29 51.0% 1.79 4.3% 8% False False 62,565
120 63.32 39.97 23.35 56.0% 1.71 4.1% 7% False False 53,627
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.50
2.618 47.05
1.618 45.55
1.000 44.62
0.618 44.05
HIGH 43.12
0.618 42.55
0.500 42.37
0.382 42.19
LOW 41.62
0.618 40.69
1.000 40.12
1.618 39.19
2.618 37.69
4.250 35.25
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 42.37 42.37
PP 42.15 42.15
S1 41.93 41.93

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

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