NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 43.93 43.10 -0.83 -1.9% 46.09
High 44.11 43.67 -0.44 -1.0% 47.16
Low 42.66 42.42 -0.24 -0.6% 42.64
Close 42.74 43.09 0.35 0.8% 43.02
Range 1.45 1.25 -0.20 -13.8% 4.52
ATR 1.62 1.60 -0.03 -1.6% 0.00
Volume 65,437 93,765 28,328 43.3% 338,135
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.81 46.20 43.78
R3 45.56 44.95 43.43
R2 44.31 44.31 43.32
R1 43.70 43.70 43.20 43.38
PP 43.06 43.06 43.06 42.90
S1 42.45 42.45 42.98 42.13
S2 41.81 41.81 42.86
S3 40.56 41.20 42.75
S4 39.31 39.95 42.40
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 57.83 54.95 45.51
R3 53.31 50.43 44.26
R2 48.79 48.79 43.85
R1 45.91 45.91 43.43 45.09
PP 44.27 44.27 44.27 43.87
S1 41.39 41.39 42.61 40.57
S2 39.75 39.75 42.19
S3 35.23 36.87 41.78
S4 30.71 32.35 40.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.43 42.21 3.22 7.5% 1.63 3.8% 27% False False 80,490
10 48.30 42.21 6.09 14.1% 1.47 3.4% 14% False False 71,986
20 50.02 42.21 7.81 18.1% 1.57 3.6% 11% False False 54,152
40 52.60 42.21 10.39 24.1% 1.60 3.7% 8% False False 40,972
60 52.60 41.56 11.04 25.6% 1.85 4.3% 14% False False 34,776
80 52.60 40.67 11.93 27.7% 1.72 4.0% 20% False False 29,705
100 61.44 40.67 20.77 48.2% 1.70 3.9% 12% False False 25,069
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 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.98
2.618 46.94
1.618 45.69
1.000 44.92
0.618 44.44
HIGH 43.67
0.618 43.19
0.500 43.05
0.382 42.90
LOW 42.42
0.618 41.65
1.000 41.17
1.618 40.40
2.618 39.15
4.250 37.11
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 43.08 43.21
PP 43.06 43.17
S1 43.05 43.13

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

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