NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 41.73 41.69 -0.04 -0.1% 41.49
High 42.23 41.97 -0.26 -0.6% 43.46
Low 41.17 39.84 -1.33 -3.2% 40.41
Close 41.85 39.94 -1.91 -4.6% 41.71
Range 1.06 2.13 1.07 100.9% 3.05
ATR 1.58 1.62 0.04 2.5% 0.00
Volume 415,537 545,289 129,752 31.2% 1,646,127
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.97 45.59 41.11
R3 44.84 43.46 40.53
R2 42.71 42.71 40.33
R1 41.33 41.33 40.14 40.96
PP 40.58 40.58 40.58 40.40
S1 39.20 39.20 39.74 38.83
S2 38.45 38.45 39.55
S3 36.32 37.07 39.35
S4 34.19 34.94 38.77
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 43.30 39.84 3.46 8.7% 1.49 3.7% 3% False True 405,993
10 43.46 39.84 3.62 9.1% 1.53 3.8% 3% False True 420,366
20 49.18 39.84 9.34 23.4% 1.57 3.9% 1% False True 322,624
40 52.05 39.84 12.21 30.6% 1.63 4.1% 1% False True 206,022
60 52.05 39.84 12.21 30.6% 1.68 4.2% 1% False True 151,600
80 52.05 39.84 12.21 30.6% 1.83 4.6% 1% False True 123,806
100 55.70 39.84 15.86 39.7% 1.75 4.4% 1% False True 103,124
120 63.15 39.84 23.31 58.4% 1.73 4.3% 0% False True 87,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.02
2.618 47.55
1.618 45.42
1.000 44.10
0.618 43.29
HIGH 41.97
0.618 41.16
0.500 40.91
0.382 40.65
LOW 39.84
0.618 38.52
1.000 37.71
1.618 36.39
2.618 34.26
4.250 30.79
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 40.91 41.23
PP 40.58 40.80
S1 40.26 40.37

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

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