NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 45.99 44.71 -1.28 -2.8% 47.19
High 46.20 45.26 -0.94 -2.0% 47.87
Low 44.60 43.49 -1.11 -2.5% 43.49
Close 44.79 43.86 -0.93 -2.1% 43.86
Range 1.60 1.77 0.17 10.6% 4.38
ATR 1.56 1.58 0.01 1.0% 0.00
Volume 51,204 61,008 9,804 19.1% 267,080
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.51 48.46 44.83
R3 47.74 46.69 44.35
R2 45.97 45.97 44.18
R1 44.92 44.92 44.02 44.56
PP 44.20 44.20 44.20 44.03
S1 43.15 43.15 43.70 42.79
S2 42.43 42.43 43.54
S3 40.66 41.38 43.37
S4 38.89 39.61 42.89
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.21 55.42 46.27
R3 53.83 51.04 45.06
R2 49.45 49.45 44.66
R1 46.66 46.66 44.26 45.87
PP 45.07 45.07 45.07 44.68
S1 42.28 42.28 43.46 41.49
S2 40.69 40.69 43.06
S3 36.31 37.90 42.66
S4 31.93 33.52 41.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.87 43.49 4.38 10.0% 1.43 3.3% 8% False True 53,416
10 50.70 43.49 7.21 16.4% 1.52 3.5% 5% False True 45,479
20 50.70 43.49 7.21 16.4% 1.47 3.4% 5% False True 40,326
40 53.01 43.49 9.52 21.7% 1.58 3.6% 4% False True 35,329
60 53.08 41.25 11.83 27.0% 1.83 4.2% 22% False False 31,886
80 53.08 41.25 11.83 27.0% 1.70 3.9% 22% False False 28,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 52.78
2.618 49.89
1.618 48.12
1.000 47.03
0.618 46.35
HIGH 45.26
0.618 44.58
0.500 44.38
0.382 44.17
LOW 43.49
0.618 42.40
1.000 41.72
1.618 40.63
2.618 38.86
4.250 35.97
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 44.38 45.33
PP 44.20 44.84
S1 44.03 44.35

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

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