NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 44.69 43.99 -0.70 -1.6% 47.19
High 44.93 44.54 -0.39 -0.9% 47.87
Low 43.56 43.34 -0.22 -0.5% 43.49
Close 43.63 44.03 0.40 0.9% 43.86
Range 1.37 1.20 -0.17 -12.4% 4.38
ATR 1.59 1.56 -0.03 -1.7% 0.00
Volume 40,087 60,645 20,558 51.3% 267,080
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.57 47.00 44.69
R3 46.37 45.80 44.36
R2 45.17 45.17 44.25
R1 44.60 44.60 44.14 44.89
PP 43.97 43.97 43.97 44.11
S1 43.40 43.40 43.92 43.69
S2 42.77 42.77 43.81
S3 41.57 42.20 43.70
S4 40.37 41.00 43.37
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 46.20 43.06 3.14 7.1% 1.58 3.6% 31% False False 57,037
10 48.99 43.06 5.93 13.5% 1.42 3.2% 16% False False 53,872
20 50.70 43.06 7.64 17.4% 1.53 3.5% 13% False False 43,624
40 53.01 43.06 9.95 22.6% 1.55 3.5% 10% False False 37,799
60 53.08 42.26 10.82 24.6% 1.82 4.1% 16% False False 33,597
80 53.08 41.25 11.83 26.9% 1.71 3.9% 23% False False 30,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 49.64
2.618 47.68
1.618 46.48
1.000 45.74
0.618 45.28
HIGH 44.54
0.618 44.08
0.500 43.94
0.382 43.80
LOW 43.34
0.618 42.60
1.000 42.14
1.618 41.40
2.618 40.20
4.250 38.24
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 44.00 44.04
PP 43.97 44.03
S1 43.94 44.03

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

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