NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 42.04 42.69 0.65 1.5% 42.10
High 43.46 43.25 -0.21 -0.5% 43.24
Low 41.86 41.72 -0.14 -0.3% 41.21
Close 42.87 43.04 0.17 0.4% 41.90
Range 1.60 1.53 -0.07 -4.4% 2.03
ATR 1.67 1.66 -0.01 -0.6% 0.00
Volume 430,304 383,158 -47,146 -11.0% 1,854,522
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.26 46.68 43.88
R3 45.73 45.15 43.46
R2 44.20 44.20 43.32
R1 43.62 43.62 43.18 43.91
PP 42.67 42.67 42.67 42.82
S1 42.09 42.09 42.90 42.38
S2 41.14 41.14 42.76
S3 39.61 40.56 42.62
S4 38.08 39.03 42.20
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 43.46 40.41 3.05 7.1% 1.60 3.7% 86% False False 436,876
10 44.54 40.41 4.13 9.6% 1.66 3.8% 64% False False 369,302
20 49.23 40.41 8.82 20.5% 1.61 3.7% 30% False False 257,595
40 52.05 40.41 11.64 27.0% 1.70 4.0% 23% False False 170,383
60 52.05 40.41 11.64 27.0% 1.74 4.0% 23% False False 126,670
80 52.05 39.97 12.08 28.1% 1.83 4.3% 25% False False 104,798
100 56.10 39.97 16.13 37.5% 1.76 4.1% 19% False False 87,331
120 63.32 39.97 23.35 54.3% 1.72 4.0% 13% False False 74,464
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.75
2.618 47.26
1.618 45.73
1.000 44.78
0.618 44.20
HIGH 43.25
0.618 42.67
0.500 42.49
0.382 42.30
LOW 41.72
0.618 40.77
1.000 40.19
1.618 39.24
2.618 37.71
4.250 35.22
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 42.86 42.67
PP 42.67 42.30
S1 42.49 41.94

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

View Archives - Comment on this page... - Back to Index of Symbols