NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 43.99 44.16 0.17 0.4% 47.19
High 44.54 44.46 -0.08 -0.2% 47.87
Low 43.34 43.49 0.15 0.3% 43.49
Close 44.03 43.88 -0.15 -0.3% 43.86
Range 1.20 0.97 -0.23 -19.2% 4.38
ATR 1.56 1.52 -0.04 -2.7% 0.00
Volume 60,645 54,648 -5,997 -9.9% 267,080
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.85 46.34 44.41
R3 45.88 45.37 44.15
R2 44.91 44.91 44.06
R1 44.40 44.40 43.97 44.17
PP 43.94 43.94 43.94 43.83
S1 43.43 43.43 43.79 43.20
S2 42.97 42.97 43.70
S3 42.00 42.46 43.61
S4 41.03 41.49 43.35
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 45.26 43.06 2.20 5.0% 1.45 3.3% 37% False False 57,726
10 48.28 43.06 5.22 11.9% 1.40 3.2% 16% False False 53,624
20 50.70 43.06 7.64 17.4% 1.52 3.5% 11% False False 44,455
40 53.01 43.06 9.95 22.7% 1.54 3.5% 8% False False 38,580
60 53.08 43.00 10.08 23.0% 1.82 4.1% 9% False False 34,206
80 53.08 41.25 11.83 27.0% 1.70 3.9% 22% False False 30,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 48.58
2.618 47.00
1.618 46.03
1.000 45.43
0.618 45.06
HIGH 44.46
0.618 44.09
0.500 43.98
0.382 43.86
LOW 43.49
0.618 42.89
1.000 42.52
1.618 41.92
2.618 40.95
4.250 39.37
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 43.98 44.14
PP 43.94 44.05
S1 43.91 43.97

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

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