NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 42.18 42.05 -0.13 -0.3% 45.62
High 42.65 42.37 -0.28 -0.7% 46.29
Low 41.28 41.25 -0.03 -0.1% 41.55
Close 41.95 41.72 -0.23 -0.5% 42.00
Range 1.37 1.12 -0.25 -18.2% 4.74
ATR 1.67 1.63 -0.04 -2.3% 0.00
Volume 372,472 422,086 49,614 13.3% 1,176,400
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 45.14 44.55 42.34
R3 44.02 43.43 42.03
R2 42.90 42.90 41.93
R1 42.31 42.31 41.82 42.05
PP 41.78 41.78 41.78 41.65
S1 41.19 41.19 41.62 40.93
S2 40.66 40.66 41.51
S3 39.54 40.07 41.41
S4 38.42 38.95 41.10
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 43.53 41.21 2.32 5.6% 1.60 3.8% 22% False False 334,093
10 46.71 41.21 5.50 13.2% 1.51 3.6% 9% False False 278,890
20 49.23 41.21 8.02 19.2% 1.62 3.9% 6% False False 188,554
40 52.05 41.21 10.84 26.0% 1.65 4.0% 5% False False 130,561
60 52.05 41.21 10.84 26.0% 1.93 4.6% 5% False False 100,506
80 52.05 39.97 12.08 29.0% 1.81 4.3% 14% False False 83,782
100 60.46 39.97 20.49 49.1% 1.79 4.3% 9% False False 70,360
120 63.32 39.97 23.35 56.0% 1.71 4.1% 7% False False 60,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.13
2.618 45.30
1.618 44.18
1.000 43.49
0.618 43.06
HIGH 42.37
0.618 41.94
0.500 41.81
0.382 41.68
LOW 41.25
0.618 40.56
1.000 40.13
1.618 39.44
2.618 38.32
4.250 36.49
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 41.81 42.19
PP 41.78 42.03
S1 41.75 41.88

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

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