NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 46.72 45.99 -0.73 -1.6% 48.80
High 47.16 46.20 -0.96 -2.0% 50.70
Low 45.70 44.60 -1.10 -2.4% 46.95
Close 45.88 44.79 -1.09 -2.4% 47.09
Range 1.46 1.60 0.14 9.6% 3.75
ATR 1.56 1.56 0.00 0.2% 0.00
Volume 54,184 51,204 -2,980 -5.5% 187,713
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.00 48.99 45.67
R3 48.40 47.39 45.23
R2 46.80 46.80 45.08
R1 45.79 45.79 44.94 45.50
PP 45.20 45.20 45.20 45.05
S1 44.19 44.19 44.64 43.90
S2 43.60 43.60 44.50
S3 42.00 42.59 44.35
S4 40.40 40.99 43.91
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 48.28 44.60 3.68 8.2% 1.34 3.0% 5% False True 49,522
10 50.70 44.60 6.10 13.6% 1.50 3.3% 3% False True 41,774
20 50.70 44.60 6.10 13.6% 1.44 3.2% 3% False True 38,704
40 53.01 44.60 8.41 18.8% 1.60 3.6% 2% False True 34,358
60 53.08 41.25 11.83 26.4% 1.83 4.1% 30% False False 31,479
80 53.08 41.25 11.83 26.4% 1.69 3.8% 30% False False 27,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.00
2.618 50.39
1.618 48.79
1.000 47.80
0.618 47.19
HIGH 46.20
0.618 45.59
0.500 45.40
0.382 45.21
LOW 44.60
0.618 43.61
1.000 43.00
1.618 42.01
2.618 40.41
4.250 37.80
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 45.40 46.06
PP 45.20 45.63
S1 44.99 45.21

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

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