NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 50.87 49.43 -1.44 -2.8% 47.80
High 51.29 49.46 -1.83 -3.6% 49.90
Low 49.17 48.37 -0.80 -1.6% 45.79
Close 49.26 48.43 -0.83 -1.7% 49.54
Range 2.12 1.09 -1.03 -48.6% 4.11
ATR 1.57 1.54 -0.03 -2.2% 0.00
Volume 10,580 17,771 7,191 68.0% 81,427
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 52.02 51.32 49.03
R3 50.93 50.23 48.73
R2 49.84 49.84 48.63
R1 49.14 49.14 48.53 48.95
PP 48.75 48.75 48.75 48.66
S1 48.05 48.05 48.33 47.86
S2 47.66 47.66 48.23
S3 46.57 46.96 48.13
S4 45.48 45.87 47.83
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 48.37 2.92 6.0% 1.54 3.2% 2% False True 13,753
10 51.29 45.79 5.50 11.4% 1.55 3.2% 48% False False 15,326
20 53.35 45.79 7.56 15.6% 1.43 2.9% 35% False False 14,167
40 53.35 45.79 7.56 15.6% 1.47 3.0% 35% False False 11,746
60 53.50 41.93 11.57 23.9% 1.65 3.4% 56% False False 10,446
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.09
2.618 52.31
1.618 51.22
1.000 50.55
0.618 50.13
HIGH 49.46
0.618 49.04
0.500 48.92
0.382 48.79
LOW 48.37
0.618 47.70
1.000 47.28
1.618 46.61
2.618 45.52
4.250 43.74
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 48.92 49.83
PP 48.75 49.36
S1 48.59 48.90

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

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