NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 43.98 44.69 0.71 1.6% 47.19
High 45.01 44.93 -0.08 -0.2% 47.87
Low 43.06 43.56 0.50 1.2% 43.49
Close 44.63 43.63 -1.00 -2.2% 43.86
Range 1.95 1.37 -0.58 -29.7% 4.38
ATR 1.60 1.59 -0.02 -1.0% 0.00
Volume 72,242 40,087 -32,155 -44.5% 267,080
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.15 47.26 44.38
R3 46.78 45.89 44.01
R2 45.41 45.41 43.88
R1 44.52 44.52 43.76 44.28
PP 44.04 44.04 44.04 43.92
S1 43.15 43.15 43.50 42.91
S2 42.67 42.67 43.38
S3 41.30 41.78 43.25
S4 39.93 40.41 42.88
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 47.16 43.06 4.10 9.4% 1.63 3.7% 14% False False 55,745
10 50.67 43.06 7.61 17.4% 1.51 3.5% 7% False False 51,007
20 50.70 43.06 7.64 17.5% 1.52 3.5% 7% False False 42,378
40 53.01 43.06 9.95 22.8% 1.59 3.6% 6% False False 37,094
60 53.08 41.57 11.51 26.4% 1.82 4.2% 18% False False 32,879
80 53.08 41.25 11.83 27.1% 1.72 3.9% 20% False False 29,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.75
2.618 48.52
1.618 47.15
1.000 46.30
0.618 45.78
HIGH 44.93
0.618 44.41
0.500 44.25
0.382 44.08
LOW 43.56
0.618 42.71
1.000 42.19
1.618 41.34
2.618 39.97
4.250 37.74
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 44.25 44.16
PP 44.04 43.98
S1 43.84 43.81

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

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