NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 41.89 41.49 -0.40 -1.0% 42.10
High 42.76 42.75 -0.01 0.0% 43.24
Low 41.37 40.41 -0.96 -2.3% 41.21
Close 41.90 41.75 -0.15 -0.4% 41.90
Range 1.39 2.34 0.95 68.3% 2.03
ATR 1.61 1.66 0.05 3.2% 0.00
Volume 432,642 516,190 83,548 19.3% 1,854,522
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.66 47.54 43.04
R3 46.32 45.20 42.39
R2 43.98 43.98 42.18
R1 42.86 42.86 41.96 43.42
PP 41.64 41.64 41.64 41.92
S1 40.52 40.52 41.54 41.08
S2 39.30 39.30 41.32
S3 36.96 38.18 41.11
S4 34.62 35.84 40.46
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 43.12 40.41 2.71 6.5% 1.54 3.7% 49% False True 403,258
10 45.93 40.41 5.52 13.2% 1.60 3.8% 24% False True 330,952
20 49.23 40.41 8.82 21.1% 1.67 4.0% 15% False True 226,584
40 52.05 40.41 11.64 27.9% 1.69 4.0% 12% False True 151,817
60 52.05 40.41 11.64 27.9% 1.86 4.5% 12% False True 115,109
80 52.05 39.97 12.08 28.9% 1.83 4.4% 15% False False 95,088
100 58.67 39.97 18.70 44.8% 1.80 4.3% 10% False False 79,545
120 63.32 39.97 23.35 55.9% 1.71 4.1% 8% False False 67,839
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 0.53
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 52.70
2.618 48.88
1.618 46.54
1.000 45.09
0.618 44.20
HIGH 42.75
0.618 41.86
0.500 41.58
0.382 41.30
LOW 40.41
0.618 38.96
1.000 38.07
1.618 36.62
2.618 34.28
4.250 30.47
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 41.69 41.70
PP 41.64 41.64
S1 41.58 41.59

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

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