NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 45.92 45.16 -0.76 -1.7% 48.10
High 46.38 45.43 -0.95 -2.0% 50.02
Low 44.90 43.81 -1.09 -2.4% 46.20
Close 45.13 44.00 -1.13 -2.5% 46.33
Range 1.48 1.62 0.14 9.5% 3.82
ATR 1.59 1.59 0.00 0.1% 0.00
Volume 68,717 67,204 -1,513 -2.2% 211,297
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.27 48.26 44.89
R3 47.65 46.64 44.45
R2 46.03 46.03 44.30
R1 45.02 45.02 44.15 44.72
PP 44.41 44.41 44.41 44.26
S1 43.40 43.40 43.85 43.10
S2 42.79 42.79 43.70
S3 41.17 41.78 43.55
S4 39.55 40.16 43.11
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 47.56 43.81 3.75 8.5% 1.37 3.1% 5% False True 63,758
10 50.02 43.81 6.21 14.1% 1.52 3.5% 3% False True 50,370
20 50.02 43.81 6.21 14.1% 1.49 3.4% 3% False True 44,900
40 52.60 43.81 8.79 20.0% 1.63 3.7% 2% False True 34,463
60 52.60 40.67 11.93 27.1% 1.84 4.2% 28% False False 30,380
80 52.60 40.67 11.93 27.1% 1.70 3.9% 28% False False 25,872
100 63.05 40.67 22.38 50.9% 1.67 3.8% 15% False False 21,838
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 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.32
2.618 49.67
1.618 48.05
1.000 47.05
0.618 46.43
HIGH 45.43
0.618 44.81
0.500 44.62
0.382 44.43
LOW 43.81
0.618 42.81
1.000 42.19
1.618 41.19
2.618 39.57
4.250 36.93
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 44.62 45.30
PP 44.41 44.87
S1 44.21 44.43

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

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