NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 47.69 47.31 -0.38 -0.8% 49.34
High 48.10 47.82 -0.28 -0.6% 51.29
Low 47.17 46.38 -0.79 -1.7% 47.58
Close 47.76 46.50 -1.26 -2.6% 47.72
Range 0.93 1.44 0.51 54.8% 3.71
ATR 1.46 1.46 0.00 -0.1% 0.00
Volume 14,040 21,533 7,493 53.4% 76,400
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.22 50.30 47.29
R3 49.78 48.86 46.90
R2 48.34 48.34 46.76
R1 47.42 47.42 46.63 47.16
PP 46.90 46.90 46.90 46.77
S1 45.98 45.98 46.37 45.72
S2 45.46 45.46 46.24
S3 44.02 44.54 46.10
S4 42.58 43.10 45.71
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 59.99 57.57 49.76
R3 56.28 53.86 48.74
R2 52.57 52.57 48.40
R1 50.15 50.15 48.06 49.51
PP 48.86 48.86 48.86 48.54
S1 46.44 46.44 47.38 45.80
S2 45.15 45.15 47.04
S3 41.44 42.73 46.70
S4 37.73 39.02 45.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.46 46.38 3.08 6.6% 1.20 2.6% 4% False True 19,070
10 51.29 46.38 4.91 10.6% 1.39 3.0% 2% False True 16,327
20 51.29 45.79 5.50 11.8% 1.35 2.9% 13% False False 15,756
40 53.35 45.79 7.56 16.3% 1.45 3.1% 9% False False 12,820
60 53.50 41.93 11.57 24.9% 1.68 3.6% 39% False False 11,202
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 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 53.94
2.618 51.59
1.618 50.15
1.000 49.26
0.618 48.71
HIGH 47.82
0.618 47.27
0.500 47.10
0.382 46.93
LOW 46.38
0.618 45.49
1.000 44.94
1.618 44.05
2.618 42.61
4.250 40.26
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 47.10 47.43
PP 46.90 47.12
S1 46.70 46.81

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

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