NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 43.93 43.90 -0.03 -0.1% 43.94
High 44.41 44.23 -0.18 -0.4% 45.93
Low 43.40 42.37 -1.03 -2.4% 42.94
Close 44.08 42.49 -1.59 -3.6% 44.10
Range 1.01 1.86 0.85 84.2% 2.99
ATR 1.48 1.51 0.03 1.8% 0.00
Volume 59,844 82,214 22,370 37.4% 201,445
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.61 47.41 43.51
R3 46.75 45.55 43.00
R2 44.89 44.89 42.83
R1 43.69 43.69 42.66 43.36
PP 43.03 43.03 43.03 42.87
S1 41.83 41.83 42.32 41.50
S2 41.17 41.17 42.15
S3 39.31 39.97 41.98
S4 37.45 38.11 41.47
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 45.71 42.37 3.34 7.9% 1.39 3.3% 4% False True 52,429
10 45.93 42.37 3.56 8.4% 1.42 3.4% 3% False True 56,389
20 50.67 42.37 8.30 19.5% 1.47 3.5% 1% False True 53,698
40 53.01 42.37 10.64 25.0% 1.52 3.6% 1% False True 43,975
60 53.01 42.37 10.64 25.0% 1.58 3.7% 1% False True 38,021
80 53.08 41.25 11.83 27.8% 1.73 4.1% 10% False False 34,776
100 56.44 41.25 15.19 35.7% 1.64 3.8% 8% False False 30,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.14
2.618 49.10
1.618 47.24
1.000 46.09
0.618 45.38
HIGH 44.23
0.618 43.52
0.500 43.30
0.382 43.08
LOW 42.37
0.618 41.22
1.000 40.51
1.618 39.36
2.618 37.50
4.250 34.47
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 43.30 43.65
PP 43.03 43.26
S1 42.76 42.88

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

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