NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 49.27 50.87 1.60 3.2% 47.80
High 51.25 51.29 0.04 0.1% 49.90
Low 49.11 49.17 0.06 0.1% 45.79
Close 50.94 49.26 -1.68 -3.3% 49.54
Range 2.14 2.12 -0.02 -0.9% 4.11
ATR 1.53 1.57 0.04 2.8% 0.00
Volume 14,400 10,580 -3,820 -26.5% 81,427
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 56.27 54.88 50.43
R3 54.15 52.76 49.84
R2 52.03 52.03 49.65
R1 50.64 50.64 49.45 50.28
PP 49.91 49.91 49.91 49.72
S1 48.52 48.52 49.07 48.16
S2 47.79 47.79 48.87
S3 45.67 46.40 48.68
S4 43.55 44.28 48.09
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.74 59.25 51.80
R3 56.63 55.14 50.67
R2 52.52 52.52 50.29
R1 51.03 51.03 49.92 51.78
PP 48.41 48.41 48.41 48.78
S1 46.92 46.92 49.16 47.67
S2 44.30 44.30 48.79
S3 40.19 42.81 48.41
S4 36.08 38.70 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 48.15 3.14 6.4% 1.59 3.2% 35% True False 13,583
10 51.29 45.79 5.50 11.2% 1.52 3.1% 63% True False 15,341
20 53.35 45.79 7.56 15.3% 1.46 3.0% 46% False False 13,892
40 53.35 45.79 7.56 15.3% 1.50 3.0% 46% False False 11,454
60 53.50 41.93 11.57 23.5% 1.65 3.3% 63% False False 10,319
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.30
2.618 56.84
1.618 54.72
1.000 53.41
0.618 52.60
HIGH 51.29
0.618 50.48
0.500 50.23
0.382 49.98
LOW 49.17
0.618 47.86
1.000 47.05
1.618 45.74
2.618 43.62
4.250 40.16
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 50.23 50.00
PP 49.91 49.75
S1 49.58 49.51

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

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