NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 44.68 45.34 0.66 1.5% 47.65
High 45.67 45.60 -0.07 -0.2% 48.47
Low 43.78 44.31 0.53 1.2% 44.20
Close 45.33 44.36 -0.97 -2.1% 44.56
Range 1.89 1.29 -0.60 -31.7% 4.27
ATR 1.50 1.49 -0.02 -1.0% 0.00
Volume 24,117 18,847 -5,270 -21.9% 103,662
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.63 47.78 45.07
R3 47.34 46.49 44.71
R2 46.05 46.05 44.60
R1 45.20 45.20 44.48 44.98
PP 44.76 44.76 44.76 44.65
S1 43.91 43.91 44.24 43.69
S2 43.47 43.47 44.12
S3 42.18 42.62 44.01
S4 40.89 41.33 43.65
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 47.82 43.78 4.04 9.1% 1.55 3.5% 14% False False 22,531
10 51.29 43.78 7.51 16.9% 1.44 3.3% 8% False False 19,705
20 51.29 43.78 7.51 16.9% 1.42 3.2% 8% False False 17,605
40 53.35 43.78 9.57 21.6% 1.46 3.3% 6% False False 14,391
60 53.50 42.47 11.03 24.9% 1.68 3.8% 17% False False 12,161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.08
2.618 48.98
1.618 47.69
1.000 46.89
0.618 46.40
HIGH 45.60
0.618 45.11
0.500 44.96
0.382 44.80
LOW 44.31
0.618 43.51
1.000 43.02
1.618 42.22
2.618 40.93
4.250 38.83
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 44.96 44.81
PP 44.76 44.66
S1 44.56 44.51

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

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