NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 44.17 44.51 0.34 0.8% 42.79
High 44.61 44.63 0.02 0.0% 44.82
Low 43.16 43.01 -0.15 -0.3% 41.84
Close 44.39 43.06 -1.33 -3.0% 43.06
Range 1.45 1.62 0.17 11.7% 2.98
ATR 1.59 1.59 0.00 0.1% 0.00
Volume 68,617 45,492 -23,125 -33.7% 318,895
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.43 47.36 43.95
R3 46.81 45.74 43.51
R2 45.19 45.19 43.36
R1 44.12 44.12 43.21 43.85
PP 43.57 43.57 43.57 43.43
S1 42.50 42.50 42.91 42.23
S2 41.95 41.95 42.76
S3 40.33 40.88 42.61
S4 38.71 39.26 42.17
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 52.18 50.60 44.70
R3 49.20 47.62 43.88
R2 46.22 46.22 43.61
R1 44.64 44.64 43.33 45.43
PP 43.24 43.24 43.24 43.64
S1 41.66 41.66 42.79 42.45
S2 40.26 40.26 42.51
S3 37.28 38.68 42.24
S4 34.30 35.70 41.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.82 41.84 2.98 6.9% 1.66 3.9% 41% False False 84,990
10 44.82 41.84 2.98 6.9% 1.59 3.7% 41% False False 84,589
20 50.02 41.84 8.18 19.0% 1.56 3.6% 15% False False 67,479
40 52.60 41.84 10.76 25.0% 1.62 3.8% 11% False False 50,774
60 52.60 41.84 10.76 25.0% 1.64 3.8% 11% False False 40,666
80 52.60 40.67 11.93 27.7% 1.73 4.0% 20% False False 35,420
100 56.31 40.67 15.64 36.3% 1.67 3.9% 15% False False 29,814
120 63.43 40.67 22.76 52.9% 1.62 3.8% 11% False False 25,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.52
2.618 48.87
1.618 47.25
1.000 46.25
0.618 45.63
HIGH 44.63
0.618 44.01
0.500 43.82
0.382 43.63
LOW 43.01
0.618 42.01
1.000 41.39
1.618 40.39
2.618 38.77
4.250 36.13
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 43.82 43.92
PP 43.57 43.63
S1 43.31 43.35

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

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