NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 43.20 43.00 -0.20 -0.5% 43.15
High 43.53 44.01 0.48 1.1% 44.20
Low 42.48 42.60 0.12 0.3% 42.21
Close 42.89 43.19 0.30 0.7% 43.19
Range 1.05 1.41 0.36 34.3% 1.99
ATR 1.56 1.55 -0.01 -0.7% 0.00
Volume 85,689 106,058 20,369 23.8% 451,388
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.50 46.75 43.97
R3 46.09 45.34 43.58
R2 44.68 44.68 43.45
R1 43.93 43.93 43.32 44.31
PP 43.27 43.27 43.27 43.45
S1 42.52 42.52 43.06 42.90
S2 41.86 41.86 42.93
S3 40.45 41.11 42.80
S4 39.04 39.70 42.41
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.17 48.17 44.28
R3 47.18 46.18 43.74
R2 45.19 45.19 43.55
R1 44.19 44.19 43.37 44.69
PP 43.20 43.20 43.20 43.45
S1 42.20 42.20 43.01 42.70
S2 41.21 41.21 42.83
S3 39.22 40.21 42.64
S4 37.23 38.22 42.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.20 42.21 1.99 4.6% 1.43 3.3% 49% False False 90,277
10 47.16 42.21 4.95 11.5% 1.45 3.4% 20% False False 78,952
20 50.02 42.21 7.81 18.1% 1.56 3.6% 13% False False 59,144
40 52.60 42.21 10.39 24.1% 1.60 3.7% 9% False False 44,721
60 52.60 42.21 10.39 24.1% 1.81 4.2% 9% False False 37,262
80 52.60 40.67 11.93 27.6% 1.72 4.0% 21% False False 31,853
100 60.00 40.67 19.33 44.8% 1.69 3.9% 13% False False 26,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.00
2.618 47.70
1.618 46.29
1.000 45.42
0.618 44.88
HIGH 44.01
0.618 43.47
0.500 43.31
0.382 43.14
LOW 42.60
0.618 41.73
1.000 41.19
1.618 40.32
2.618 38.91
4.250 36.61
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 43.31 43.22
PP 43.27 43.21
S1 43.23 43.20

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

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