NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 43.02 42.18 -0.84 -2.0% 45.62
High 43.12 42.65 -0.47 -1.1% 46.29
Low 41.62 41.28 -0.34 -0.8% 41.55
Close 41.71 41.95 0.24 0.6% 42.00
Range 1.50 1.37 -0.13 -8.7% 4.74
ATR 1.69 1.67 -0.02 -1.4% 0.00
Volume 272,900 372,472 99,572 36.5% 1,176,400
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.07 45.38 42.70
R3 44.70 44.01 42.33
R2 43.33 43.33 42.20
R1 42.64 42.64 42.08 42.30
PP 41.96 41.96 41.96 41.79
S1 41.27 41.27 41.82 40.93
S2 40.59 40.59 41.70
S3 39.22 39.90 41.57
S4 37.85 38.53 41.20
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 44.54 41.21 3.33 7.9% 1.71 4.1% 22% False False 301,729
10 47.54 41.21 6.33 15.1% 1.54 3.7% 12% False False 251,439
20 49.23 41.21 8.02 19.1% 1.63 3.9% 9% False False 172,121
40 52.05 41.21 10.84 25.8% 1.66 4.0% 7% False False 121,285
60 52.05 40.86 11.19 26.7% 1.93 4.6% 10% False False 94,113
80 52.05 39.97 12.08 28.8% 1.82 4.3% 16% False False 78,751
100 61.26 39.97 21.29 50.8% 1.80 4.3% 9% False False 66,240
120 63.32 39.97 23.35 55.7% 1.71 4.1% 8% False False 56,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.47
2.618 46.24
1.618 44.87
1.000 44.02
0.618 43.50
HIGH 42.65
0.618 42.13
0.500 41.97
0.382 41.80
LOW 41.28
0.618 40.43
1.000 39.91
1.618 39.06
2.618 37.69
4.250 35.46
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 41.97 42.23
PP 41.96 42.13
S1 41.96 42.04

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

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