NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 44.10 43.94 -0.16 -0.4% 43.98
High 45.04 45.10 0.06 0.1% 45.04
Low 43.61 42.94 -0.67 -1.5% 43.06
Close 44.23 44.29 0.06 0.1% 44.23
Range 1.43 2.16 0.73 51.0% 1.98
ATR 1.51 1.56 0.05 3.1% 0.00
Volume 56,718 75,657 18,939 33.4% 284,340
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.59 49.60 45.48
R3 48.43 47.44 44.88
R2 46.27 46.27 44.69
R1 45.28 45.28 44.49 45.78
PP 44.11 44.11 44.11 44.36
S1 43.12 43.12 44.09 43.62
S2 41.95 41.95 43.89
S3 39.79 40.96 43.70
S4 37.63 38.80 43.10
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 45.10 42.94 2.16 4.9% 1.43 3.2% 63% True True 57,551
10 47.51 42.94 4.57 10.3% 1.49 3.4% 30% False True 56,434
20 50.70 42.94 7.76 17.5% 1.57 3.6% 17% False True 47,463
40 53.01 42.94 10.07 22.7% 1.58 3.6% 13% False True 40,511
60 53.08 42.94 10.14 22.9% 1.75 4.0% 13% False True 35,432
80 53.08 41.25 11.83 26.7% 1.72 3.9% 26% False False 31,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 54.28
2.618 50.75
1.618 48.59
1.000 47.26
0.618 46.43
HIGH 45.10
0.618 44.27
0.500 44.02
0.382 43.77
LOW 42.94
0.618 41.61
1.000 40.78
1.618 39.45
2.618 37.29
4.250 33.76
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 44.20 44.20
PP 44.11 44.11
S1 44.02 44.02

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

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