NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 48.80 48.63 -0.17 -0.3% 47.02
High 49.06 50.70 1.64 3.3% 49.35
Low 47.99 48.40 0.41 0.9% 45.07
Close 48.58 50.34 1.76 3.6% 48.95
Range 1.07 2.30 1.23 115.0% 4.28
ATR 1.61 1.66 0.05 3.1% 0.00
Volume 24,099 32,947 8,848 36.7% 168,989
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 56.71 55.83 51.61
R3 54.41 53.53 50.97
R2 52.11 52.11 50.76
R1 51.23 51.23 50.55 51.67
PP 49.81 49.81 49.81 50.04
S1 48.93 48.93 50.13 49.37
S2 47.51 47.51 49.92
S3 45.21 46.63 49.71
S4 42.91 44.33 49.08
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.63 59.07 51.30
R3 56.35 54.79 50.13
R2 52.07 52.07 49.73
R1 50.51 50.51 49.34 51.29
PP 47.79 47.79 47.79 48.18
S1 46.23 46.23 48.56 47.01
S2 43.51 43.51 48.17
S3 39.23 41.95 47.77
S4 34.95 37.67 46.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.70 45.49 5.21 10.3% 1.88 3.7% 93% True False 31,610
10 50.70 45.07 5.63 11.2% 1.53 3.0% 94% True False 33,749
20 53.01 45.07 7.94 15.8% 1.57 3.1% 66% False False 34,252
40 53.01 45.07 7.94 15.8% 1.63 3.2% 66% False False 30,182
60 53.08 41.25 11.83 23.5% 1.81 3.6% 77% False False 28,469
80 56.44 41.25 15.19 30.2% 1.68 3.3% 60% False False 24,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.48
2.618 56.72
1.618 54.42
1.000 53.00
0.618 52.12
HIGH 50.70
0.618 49.82
0.500 49.55
0.382 49.28
LOW 48.40
0.618 46.98
1.000 46.10
1.618 44.68
2.618 42.38
4.250 38.63
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 50.08 49.98
PP 49.81 49.61
S1 49.55 49.25

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

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