NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 46.53 45.39 -1.14 -2.5% 47.65
High 46.77 45.83 -0.94 -2.0% 48.47
Low 45.25 44.20 -1.05 -2.3% 44.20
Close 45.45 44.56 -0.89 -2.0% 44.56
Range 1.52 1.63 0.11 7.2% 4.27
ATR 1.46 1.47 0.01 0.8% 0.00
Volume 23,957 24,202 245 1.0% 103,662
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.75 48.79 45.46
R3 48.12 47.16 45.01
R2 46.49 46.49 44.86
R1 45.53 45.53 44.71 45.20
PP 44.86 44.86 44.86 44.70
S1 43.90 43.90 44.41 43.57
S2 43.23 43.23 44.26
S3 41.60 42.27 44.11
S4 39.97 40.64 43.66
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.55 55.83 46.91
R3 54.28 51.56 45.73
R2 50.01 50.01 45.34
R1 47.29 47.29 44.95 46.52
PP 45.74 45.74 45.74 45.36
S1 43.02 43.02 44.17 42.25
S2 41.47 41.47 43.78
S3 37.20 38.75 43.39
S4 32.93 34.48 42.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.47 44.20 4.27 9.6% 1.36 3.0% 8% False True 20,732
10 51.29 44.20 7.09 15.9% 1.43 3.2% 5% False True 18,006
20 51.29 44.20 7.09 15.9% 1.38 3.1% 5% False True 17,010
40 53.35 44.20 9.15 20.5% 1.45 3.3% 4% False True 13,612
60 53.50 41.93 11.57 26.0% 1.68 3.8% 23% False False 11,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 52.76
2.618 50.10
1.618 48.47
1.000 47.46
0.618 46.84
HIGH 45.83
0.618 45.21
0.500 45.02
0.382 44.82
LOW 44.20
0.618 43.19
1.000 42.57
1.618 41.56
2.618 39.93
4.250 37.27
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 45.02 46.01
PP 44.86 45.53
S1 44.71 45.04

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

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