NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 42.69 43.25 0.56 1.3% 41.49
High 43.25 43.30 0.05 0.1% 43.46
Low 41.72 41.67 -0.05 -0.1% 40.41
Close 43.04 41.71 -1.33 -3.1% 41.71
Range 1.53 1.63 0.10 6.5% 3.05
ATR 1.66 1.65 0.00 -0.1% 0.00
Volume 383,158 316,475 -66,683 -17.4% 1,646,127
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.12 46.04 42.61
R3 45.49 44.41 42.16
R2 43.86 43.86 42.01
R1 42.78 42.78 41.86 42.51
PP 42.23 42.23 42.23 42.09
S1 41.15 41.15 41.56 40.88
S2 40.60 40.60 41.41
S3 38.97 39.52 41.26
S4 37.34 37.89 40.81
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.01 49.41 43.39
R3 47.96 46.36 42.55
R2 44.91 44.91 42.27
R1 43.31 43.31 41.99 44.11
PP 41.86 41.86 41.86 42.26
S1 40.26 40.26 41.43 41.06
S2 38.81 38.81 41.15
S3 35.76 37.21 40.87
S4 32.71 34.16 40.03
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 7.3% 1.70 4.1% 43% False False 415,753
10 43.53 40.41 3.12 7.5% 1.65 4.0% 42% False False 374,923
20 49.23 40.41 8.82 21.1% 1.61 3.9% 15% False False 267,779
40 52.05 40.41 11.64 27.9% 1.69 4.0% 11% False False 176,721
60 52.05 40.41 11.64 27.9% 1.71 4.1% 11% False False 130,958
80 52.05 39.97 12.08 29.0% 1.83 4.4% 14% False False 108,463
100 56.10 39.97 16.13 38.7% 1.76 4.2% 11% False False 90,298
120 63.32 39.97 23.35 56.0% 1.72 4.1% 7% False False 77,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 47.57
1.618 45.94
1.000 44.93
0.618 44.31
HIGH 43.30
0.618 42.68
0.500 42.49
0.382 42.29
LOW 41.67
0.618 40.66
1.000 40.04
1.618 39.03
2.618 37.40
4.250 34.74
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 42.49 42.57
PP 42.23 42.28
S1 41.97 42.00

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

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