NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 46.23 46.35 0.12 0.3% 44.71
High 46.66 46.46 -0.20 -0.4% 46.78
Low 45.31 45.00 -0.31 -0.7% 43.83
Close 46.35 45.00 -1.35 -2.9% 45.00
Range 1.35 1.46 0.11 8.1% 2.95
ATR 1.47 1.47 0.00 0.0% 0.00
Volume 19,648 9,314 -10,334 -52.6% 83,243
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.87 48.89 45.80
R3 48.41 47.43 45.40
R2 46.95 46.95 45.27
R1 45.97 45.97 45.13 45.73
PP 45.49 45.49 45.49 45.37
S1 44.51 44.51 44.87 44.27
S2 44.03 44.03 44.73
S3 42.57 43.05 44.60
S4 41.11 41.59 44.20
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 54.05 52.48 46.62
R3 51.10 49.53 45.81
R2 48.15 48.15 45.54
R1 46.58 46.58 45.27 47.37
PP 45.20 45.20 45.20 45.60
S1 43.63 43.63 44.73 44.42
S2 42.25 42.25 44.46
S3 39.30 40.68 44.19
S4 36.35 37.73 43.38
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 6.6% 1.54 3.4% 40% False False 21,792
10 46.78 43.78 3.00 6.7% 1.46 3.2% 41% False False 21,867
20 51.29 43.78 7.51 16.7% 1.44 3.2% 16% False False 19,449
40 53.35 43.78 9.57 21.3% 1.46 3.3% 13% False False 16,441
60 53.35 43.78 9.57 21.3% 1.48 3.3% 13% False False 13,642
80 53.50 41.93 11.57 25.7% 1.58 3.5% 27% False False 12,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.67
2.618 50.28
1.618 48.82
1.000 47.92
0.618 47.36
HIGH 46.46
0.618 45.90
0.500 45.73
0.382 45.56
LOW 45.00
0.618 44.10
1.000 43.54
1.618 42.64
2.618 41.18
4.250 38.80
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 45.73 45.89
PP 45.49 45.59
S1 45.24 45.30

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

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