NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 44.65 45.19 0.54 1.2% 47.65
High 45.26 45.22 -0.04 -0.1% 48.47
Low 44.09 44.28 0.19 0.4% 44.20
Close 44.79 44.68 -0.11 -0.2% 44.56
Range 1.17 0.94 -0.23 -19.7% 4.27
ATR 1.46 1.43 -0.04 -2.6% 0.00
Volume 18,183 24,366 6,183 34.0% 103,662
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.55 47.05 45.20
R3 46.61 46.11 44.94
R2 45.67 45.67 44.85
R1 45.17 45.17 44.77 44.95
PP 44.73 44.73 44.73 44.62
S1 44.23 44.23 44.59 44.01
S2 43.79 43.79 44.51
S3 42.85 43.29 44.42
S4 41.91 42.35 44.16
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 45.83 43.78 2.05 4.6% 1.38 3.1% 44% False False 21,943
10 48.84 43.78 5.06 11.3% 1.33 3.0% 18% False False 21,125
20 51.29 43.78 7.51 16.8% 1.44 3.2% 12% False False 18,225
40 53.35 43.78 9.57 21.4% 1.42 3.2% 9% False False 14,853
60 53.50 43.78 9.72 21.8% 1.68 3.8% 9% False False 12,720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 49.22
2.618 47.68
1.618 46.74
1.000 46.16
0.618 45.80
HIGH 45.22
0.618 44.86
0.500 44.75
0.382 44.64
LOW 44.28
0.618 43.70
1.000 43.34
1.618 42.76
2.618 41.82
4.250 40.29
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 44.75 44.85
PP 44.73 44.79
S1 44.70 44.74

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

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