NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 48.10 47.96 -0.14 -0.3% 46.42
High 48.33 50.02 1.69 3.5% 48.67
Low 47.29 47.69 0.40 0.8% 44.36
Close 47.87 49.62 1.75 3.7% 48.26
Range 1.04 2.33 1.29 124.0% 4.31
ATR 1.64 1.69 0.05 3.0% 0.00
Volume 24,091 32,986 8,895 36.9% 182,073
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 56.10 55.19 50.90
R3 53.77 52.86 50.26
R2 51.44 51.44 50.05
R1 50.53 50.53 49.83 50.99
PP 49.11 49.11 49.11 49.34
S1 48.20 48.20 49.41 48.66
S2 46.78 46.78 49.19
S3 44.45 45.87 48.98
S4 42.12 43.54 48.34
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.03 58.45 50.63
R3 55.72 54.14 49.45
R2 51.41 51.41 49.05
R1 49.83 49.83 48.66 50.62
PP 47.10 47.10 47.10 47.49
S1 45.52 45.52 47.86 46.31
S2 42.79 42.79 47.47
S3 38.48 41.21 47.07
S4 34.17 36.90 45.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.02 44.77 5.25 10.6% 1.90 3.8% 92% True False 34,630
10 50.02 44.36 5.66 11.4% 1.56 3.1% 93% True False 37,134
20 52.60 44.36 8.24 16.6% 1.62 3.3% 64% False False 35,219
40 52.60 44.36 8.24 16.6% 1.66 3.3% 64% False False 28,162
60 52.60 40.67 11.93 24.0% 1.81 3.7% 75% False False 25,551
80 56.05 40.67 15.38 31.0% 1.69 3.4% 58% False False 21,265
100 63.33 40.67 22.66 45.7% 1.65 3.3% 39% False False 18,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.92
2.618 56.12
1.618 53.79
1.000 52.35
0.618 51.46
HIGH 50.02
0.618 49.13
0.500 48.86
0.382 48.58
LOW 47.69
0.618 46.25
1.000 45.36
1.618 43.92
2.618 41.59
4.250 37.79
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 49.37 49.26
PP 49.11 48.91
S1 48.86 48.55

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

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