NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 43.25 41.77 -1.48 -3.4% 41.49
High 43.30 42.61 -0.69 -1.6% 43.46
Low 41.67 41.50 -0.17 -0.4% 40.41
Close 41.71 41.65 -0.06 -0.1% 41.71
Range 1.63 1.11 -0.52 -31.9% 3.05
ATR 1.65 1.62 -0.04 -2.4% 0.00
Volume 316,475 369,509 53,034 16.8% 1,646,127
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 45.25 44.56 42.26
R3 44.14 43.45 41.96
R2 43.03 43.03 41.85
R1 42.34 42.34 41.75 42.13
PP 41.92 41.92 41.92 41.82
S1 41.23 41.23 41.55 41.02
S2 40.81 40.81 41.45
S3 39.70 40.12 41.34
S4 38.59 39.01 41.04
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% 1.64 3.9% 41% False False 403,127
10 43.46 40.41 3.05 7.3% 1.56 3.8% 41% False False 387,015
20 49.23 40.41 8.82 21.2% 1.59 3.8% 14% False False 282,200
40 52.05 40.41 11.64 27.9% 1.67 4.0% 11% False False 184,382
60 52.05 40.41 11.64 27.9% 1.69 4.1% 11% False False 136,481
80 52.05 39.97 12.08 29.0% 1.83 4.4% 14% False False 112,559
100 56.10 39.97 16.13 38.7% 1.75 4.2% 10% False False 93,871
120 63.15 39.97 23.18 55.7% 1.71 4.1% 7% False False 79,981
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 47.33
2.618 45.52
1.618 44.41
1.000 43.72
0.618 43.30
HIGH 42.61
0.618 42.19
0.500 42.06
0.382 41.92
LOW 41.50
0.618 40.81
1.000 40.39
1.618 39.70
2.618 38.59
4.250 36.78
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 42.06 42.40
PP 41.92 42.15
S1 41.79 41.90

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

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