NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 44.10 43.93 -0.17 -0.4% 43.94
High 44.93 44.41 -0.52 -1.2% 45.93
Low 43.82 43.40 -0.42 -1.0% 42.94
Close 43.93 44.08 0.15 0.3% 44.10
Range 1.11 1.01 -0.10 -9.0% 2.99
ATR 1.52 1.48 -0.04 -2.4% 0.00
Volume 48,379 59,844 11,465 23.7% 201,445
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 46.99 46.55 44.64
R3 45.98 45.54 44.36
R2 44.97 44.97 44.27
R1 44.53 44.53 44.17 44.75
PP 43.96 43.96 43.96 44.08
S1 43.52 43.52 43.99 43.74
S2 42.95 42.95 43.89
S3 41.94 42.51 43.80
S4 40.93 41.50 43.52
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 53.29 51.69 45.74
R3 50.30 48.70 44.92
R2 47.31 47.31 44.65
R1 45.71 45.71 44.37 46.51
PP 44.32 44.32 44.32 44.73
S1 42.72 42.72 43.83 43.52
S2 41.33 41.33 43.55
S3 38.34 39.73 43.28
S4 35.35 36.74 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.93 43.40 2.53 5.7% 1.32 3.0% 27% False True 46,802
10 45.93 42.94 2.99 6.8% 1.38 3.1% 38% False False 52,176
20 50.70 42.94 7.76 17.6% 1.49 3.4% 15% False False 51,235
40 53.01 42.94 10.07 22.8% 1.55 3.5% 11% False False 42,918
60 53.01 42.94 10.07 22.8% 1.58 3.6% 11% False False 36,887
80 53.08 41.25 11.83 26.8% 1.73 3.9% 24% False False 34,017
100 56.44 41.25 15.19 34.5% 1.63 3.7% 19% False False 29,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 48.70
2.618 47.05
1.618 46.04
1.000 45.42
0.618 45.03
HIGH 44.41
0.618 44.02
0.500 43.91
0.382 43.79
LOW 43.40
0.618 42.78
1.000 42.39
1.618 41.77
2.618 40.76
4.250 39.11
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 44.02 44.53
PP 43.96 44.38
S1 43.91 44.23

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

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