NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 42.05 41.89 -0.16 -0.4% 42.10
High 42.37 42.76 0.39 0.9% 43.24
Low 41.25 41.37 0.12 0.3% 41.21
Close 41.72 41.90 0.18 0.4% 41.90
Range 1.12 1.39 0.27 24.1% 2.03
ATR 1.63 1.61 -0.02 -1.0% 0.00
Volume 422,086 432,642 10,556 2.5% 1,854,522
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.18 45.43 42.66
R3 44.79 44.04 42.28
R2 43.40 43.40 42.15
R1 42.65 42.65 42.03 43.03
PP 42.01 42.01 42.01 42.20
S1 41.26 41.26 41.77 41.64
S2 40.62 40.62 41.65
S3 39.23 39.87 41.52
S4 37.84 38.48 41.14
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.21 47.08 43.02
R3 46.18 45.05 42.46
R2 44.15 44.15 42.27
R1 43.02 43.02 42.09 42.57
PP 42.12 42.12 42.12 41.89
S1 40.99 40.99 41.71 40.54
S2 40.09 40.09 41.53
S3 38.06 38.96 41.34
S4 36.03 36.93 40.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.24 41.21 2.03 4.8% 1.48 3.5% 34% False False 370,904
10 46.29 41.21 5.08 12.1% 1.51 3.6% 14% False False 303,092
20 49.23 41.21 8.02 19.1% 1.62 3.9% 9% False False 204,201
40 52.05 41.21 10.84 25.9% 1.66 4.0% 6% False False 139,975
60 52.05 41.21 10.84 25.9% 1.89 4.5% 6% False False 107,087
80 52.05 39.97 12.08 28.8% 1.82 4.3% 16% False False 88,978
100 59.75 39.97 19.78 47.2% 1.79 4.3% 10% False False 74,519
120 63.32 39.97 23.35 55.7% 1.71 4.1% 8% False False 63,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.67
2.618 46.40
1.618 45.01
1.000 44.15
0.618 43.62
HIGH 42.76
0.618 42.23
0.500 42.07
0.382 41.90
LOW 41.37
0.618 40.51
1.000 39.98
1.618 39.12
2.618 37.73
4.250 35.46
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 42.07 42.01
PP 42.01 41.97
S1 41.96 41.94

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

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