NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 44.51 43.05 -1.46 -3.3% 42.79
High 44.63 43.92 -0.71 -1.6% 44.82
Low 43.01 42.84 -0.17 -0.4% 41.84
Close 43.06 42.96 -0.10 -0.2% 43.06
Range 1.62 1.08 -0.54 -33.3% 2.98
ATR 1.59 1.56 -0.04 -2.3% 0.00
Volume 45,492 87,776 42,284 92.9% 318,895
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.48 45.80 43.55
R3 45.40 44.72 43.26
R2 44.32 44.32 43.16
R1 43.64 43.64 43.06 43.44
PP 43.24 43.24 43.24 43.14
S1 42.56 42.56 42.86 42.36
S2 42.16 42.16 42.76
S3 41.08 41.48 42.66
S4 40.00 40.40 42.37
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% 1.59 3.7% 38% False False 81,334
10 44.82 41.84 2.98 6.9% 1.51 3.5% 38% False False 85,805
20 50.02 41.84 8.18 19.0% 1.53 3.6% 14% False False 70,374
40 52.60 41.84 10.76 25.0% 1.61 3.7% 10% False False 52,270
60 52.60 41.84 10.76 25.0% 1.61 3.8% 10% False False 41,774
80 52.60 40.67 11.93 27.8% 1.74 4.0% 19% False False 36,368
100 56.31 40.67 15.64 36.4% 1.66 3.9% 15% False False 30,639
120 63.33 40.67 22.66 52.7% 1.62 3.8% 10% False False 26,366
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 True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.51
2.618 46.75
1.618 45.67
1.000 45.00
0.618 44.59
HIGH 43.92
0.618 43.51
0.500 43.38
0.382 43.25
LOW 42.84
0.618 42.17
1.000 41.76
1.618 41.09
2.618 40.01
4.250 38.25
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 43.38 43.74
PP 43.24 43.48
S1 43.10 43.22

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

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