NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 47.19 47.04 -0.15 -0.3% 48.80
High 47.87 47.51 -0.36 -0.8% 50.70
Low 46.58 46.50 -0.08 -0.2% 46.95
Close 46.84 47.13 0.29 0.6% 47.09
Range 1.29 1.01 -0.28 -21.7% 3.75
ATR 1.61 1.56 -0.04 -2.7% 0.00
Volume 62,733 37,951 -24,782 -39.5% 187,713
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.08 49.61 47.69
R3 49.07 48.60 47.41
R2 48.06 48.06 47.32
R1 47.59 47.59 47.22 47.83
PP 47.05 47.05 47.05 47.16
S1 46.58 46.58 47.04 46.82
S2 46.04 46.04 46.94
S3 45.03 45.57 46.85
S4 44.02 44.56 46.57
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 59.50 57.04 49.15
R3 55.75 53.29 48.12
R2 52.00 52.00 47.78
R1 49.54 49.54 47.43 48.90
PP 48.25 48.25 48.25 47.92
S1 45.79 45.79 46.75 45.15
S2 44.50 44.50 46.40
S3 40.75 42.04 46.06
S4 37.00 38.29 45.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.67 46.50 4.17 8.8% 1.39 3.0% 15% False True 46,270
10 50.70 45.49 5.21 11.1% 1.63 3.5% 31% False False 38,940
20 50.70 45.07 5.63 11.9% 1.42 3.0% 37% False False 36,011
40 53.01 45.07 7.94 16.8% 1.60 3.4% 26% False False 33,060
60 53.08 41.25 11.83 25.1% 1.83 3.9% 50% False False 30,540
80 54.45 41.25 13.20 28.0% 1.68 3.6% 45% False False 26,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 51.80
2.618 50.15
1.618 49.14
1.000 48.52
0.618 48.13
HIGH 47.51
0.618 47.12
0.500 47.01
0.382 46.89
LOW 46.50
0.618 45.88
1.000 45.49
1.618 44.87
2.618 43.86
4.250 42.21
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 47.09 47.39
PP 47.05 47.30
S1 47.01 47.22

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

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