NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 44.16 44.10 -0.06 -0.1% 43.98
High 44.46 45.04 0.58 1.3% 45.04
Low 43.49 43.61 0.12 0.3% 43.06
Close 43.88 44.23 0.35 0.8% 44.23
Range 0.97 1.43 0.46 47.4% 1.98
ATR 1.52 1.51 -0.01 -0.4% 0.00
Volume 54,648 56,718 2,070 3.8% 284,340
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.58 47.84 45.02
R3 47.15 46.41 44.62
R2 45.72 45.72 44.49
R1 44.98 44.98 44.36 45.35
PP 44.29 44.29 44.29 44.48
S1 43.55 43.55 44.10 43.92
S2 42.86 42.86 43.97
S3 41.43 42.12 43.84
S4 40.00 40.69 43.44
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.05 49.12 45.32
R3 48.07 47.14 44.77
R2 46.09 46.09 44.59
R1 45.16 45.16 44.41 45.63
PP 44.11 44.11 44.11 44.34
S1 43.18 43.18 44.05 43.65
S2 42.13 42.13 43.87
S3 40.15 41.20 43.69
S4 38.17 39.22 43.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.04 43.06 1.98 4.5% 1.38 3.1% 59% True False 56,868
10 47.87 43.06 4.81 10.9% 1.41 3.2% 24% False False 55,142
20 50.70 43.06 7.64 17.3% 1.53 3.4% 15% False False 45,406
40 53.01 43.06 9.95 22.5% 1.55 3.5% 12% False False 39,265
60 53.08 43.06 10.02 22.7% 1.78 4.0% 12% False False 34,688
80 53.08 41.25 11.83 26.7% 1.71 3.9% 25% False False 31,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.12
2.618 48.78
1.618 47.35
1.000 46.47
0.618 45.92
HIGH 45.04
0.618 44.49
0.500 44.33
0.382 44.16
LOW 43.61
0.618 42.73
1.000 42.18
1.618 41.30
2.618 39.87
4.250 37.53
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 44.33 44.22
PP 44.29 44.20
S1 44.26 44.19

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

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