NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 46.09 46.26 0.17 0.4% 48.10
High 47.16 46.79 -0.37 -0.8% 50.02
Low 45.80 45.74 -0.06 -0.1% 46.20
Close 46.05 46.36 0.31 0.7% 46.33
Range 1.36 1.05 -0.31 -22.8% 3.82
ATR 1.64 1.60 -0.04 -2.6% 0.00
Volume 81,222 45,384 -35,838 -44.1% 211,297
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.45 48.95 46.94
R3 48.40 47.90 46.65
R2 47.35 47.35 46.55
R1 46.85 46.85 46.46 47.10
PP 46.30 46.30 46.30 46.42
S1 45.80 45.80 46.26 46.05
S2 45.25 45.25 46.17
S3 44.20 44.75 46.07
S4 43.15 43.70 45.78
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.98 56.47 48.43
R3 55.16 52.65 47.38
R2 51.34 51.34 47.03
R1 48.83 48.83 46.68 48.18
PP 47.52 47.52 47.52 47.19
S1 45.01 45.01 45.98 44.36
S2 43.70 43.70 45.63
S3 39.88 41.19 45.28
S4 36.06 37.37 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 45.74 4.26 9.2% 1.43 3.1% 15% False True 56,165
10 50.02 44.77 5.25 11.3% 1.67 3.6% 30% False False 45,397
20 50.02 44.36 5.66 12.2% 1.46 3.1% 35% False False 40,831
40 52.60 44.36 8.24 17.8% 1.64 3.5% 24% False False 32,198
60 52.60 40.67 11.93 25.7% 1.84 4.0% 48% False False 28,658
80 54.03 40.67 13.36 28.8% 1.70 3.7% 43% False False 24,385
100 63.11 40.67 22.44 48.4% 1.67 3.6% 25% False False 20,598
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.25
2.618 49.54
1.618 48.49
1.000 47.84
0.618 47.44
HIGH 46.79
0.618 46.39
0.500 46.27
0.382 46.14
LOW 45.74
0.618 45.09
1.000 44.69
1.618 44.04
2.618 42.99
4.250 41.28
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 46.33 46.65
PP 46.30 46.55
S1 46.27 46.46

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

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