NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 44.71 43.98 -0.73 -1.6% 47.19
High 45.26 45.01 -0.25 -0.6% 47.87
Low 43.49 43.06 -0.43 -1.0% 43.49
Close 43.86 44.63 0.77 1.8% 43.86
Range 1.77 1.95 0.18 10.2% 4.38
ATR 1.58 1.60 0.03 1.7% 0.00
Volume 61,008 72,242 11,234 18.4% 267,080
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.08 49.31 45.70
R3 48.13 47.36 45.17
R2 46.18 46.18 44.99
R1 45.41 45.41 44.81 45.80
PP 44.23 44.23 44.23 44.43
S1 43.46 43.46 44.45 43.85
S2 42.28 42.28 44.27
S3 40.33 41.51 44.09
S4 38.38 39.56 43.56
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 47.51 43.06 4.45 10.0% 1.56 3.5% 35% False True 55,317
10 50.70 43.06 7.64 17.1% 1.60 3.6% 21% False True 50,293
20 50.70 43.06 7.64 17.1% 1.50 3.4% 21% False True 42,384
40 53.01 43.06 9.95 22.3% 1.59 3.6% 16% False True 36,741
60 53.08 41.25 11.83 26.5% 1.85 4.1% 29% False False 32,692
80 53.08 41.25 11.83 26.5% 1.71 3.8% 29% False False 29,124
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 0.43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 53.30
2.618 50.12
1.618 48.17
1.000 46.96
0.618 46.22
HIGH 45.01
0.618 44.27
0.500 44.04
0.382 43.80
LOW 43.06
0.618 41.85
1.000 41.11
1.618 39.90
2.618 37.95
4.250 34.77
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 44.43 44.63
PP 44.23 44.63
S1 44.04 44.63

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

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