NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 45.50 46.23 0.73 1.6% 44.68
High 46.78 46.66 -0.12 -0.3% 45.76
Low 45.33 45.31 -0.02 0.0% 43.78
Close 46.40 46.35 -0.05 -0.1% 45.06
Range 1.45 1.35 -0.10 -6.9% 1.98
ATR 1.48 1.47 -0.01 -0.6% 0.00
Volume 22,413 19,648 -2,765 -12.3% 111,230
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.16 49.60 47.09
R3 48.81 48.25 46.72
R2 47.46 47.46 46.60
R1 46.90 46.90 46.47 47.18
PP 46.11 46.11 46.11 46.25
S1 45.55 45.55 46.23 45.83
S2 44.76 44.76 46.10
S3 43.41 44.20 45.98
S4 42.06 42.85 45.61
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.81 49.91 46.15
R3 48.83 47.93 45.60
R2 46.85 46.85 45.42
R1 45.95 45.95 45.24 46.40
PP 44.87 44.87 44.87 45.09
S1 43.97 43.97 44.88 44.42
S2 42.89 42.89 44.70
S3 40.91 41.99 44.52
S4 38.93 40.01 43.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.78 43.83 2.95 6.4% 1.43 3.1% 85% False False 24,802
10 46.78 43.78 3.00 6.5% 1.47 3.2% 86% False False 23,331
20 51.29 43.78 7.51 16.2% 1.43 3.1% 34% False False 19,829
40 53.35 43.78 9.57 20.6% 1.48 3.2% 27% False False 16,504
60 53.35 43.78 9.57 20.6% 1.50 3.2% 27% False False 13,634
80 53.50 41.93 11.57 25.0% 1.57 3.4% 38% False False 12,263
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.40
2.618 50.19
1.618 48.84
1.000 48.01
0.618 47.49
HIGH 46.66
0.618 46.14
0.500 45.99
0.382 45.83
LOW 45.31
0.618 44.48
1.000 43.96
1.618 43.13
2.618 41.78
4.250 39.57
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 46.23 46.00
PP 46.11 45.65
S1 45.99 45.31

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

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