NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 46.35 45.06 -1.29 -2.8% 44.71
High 46.46 45.78 -0.68 -1.5% 46.78
Low 45.00 44.65 -0.35 -0.8% 43.83
Close 45.00 44.77 -0.23 -0.5% 45.00
Range 1.46 1.13 -0.33 -22.6% 2.95
ATR 1.47 1.44 -0.02 -1.6% 0.00
Volume 9,314 20,087 10,773 115.7% 83,243
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.46 47.74 45.39
R3 47.33 46.61 45.08
R2 46.20 46.20 44.98
R1 45.48 45.48 44.87 45.28
PP 45.07 45.07 45.07 44.96
S1 44.35 44.35 44.67 44.15
S2 43.94 43.94 44.56
S3 42.81 43.22 44.46
S4 41.68 42.09 44.15
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% 1.50 3.4% 32% False False 20,666
10 46.78 43.78 3.00 6.7% 1.41 3.2% 33% False False 21,456
20 51.29 43.78 7.51 16.8% 1.42 3.2% 13% False False 19,731
40 53.35 43.78 9.57 21.4% 1.45 3.2% 10% False False 16,644
60 53.35 43.78 9.57 21.4% 1.47 3.3% 10% False False 13,821
80 53.50 41.93 11.57 25.8% 1.58 3.5% 25% False False 12,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.58
2.618 48.74
1.618 47.61
1.000 46.91
0.618 46.48
HIGH 45.78
0.618 45.35
0.500 45.22
0.382 45.08
LOW 44.65
0.618 43.95
1.000 43.52
1.618 42.82
2.618 41.69
4.250 39.85
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 45.22 45.66
PP 45.07 45.36
S1 44.92 45.07

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

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