NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 51.29 49.72 -1.57 -3.1% 48.33
High 51.63 49.75 -1.88 -3.6% 50.20
Low 49.64 48.85 -0.79 -1.6% 46.46
Close 49.69 48.90 -0.79 -1.6% 50.00
Range 1.99 0.90 -1.09 -54.8% 3.74
ATR 1.48 1.44 -0.04 -2.8% 0.00
Volume 8,239 14,727 6,488 78.7% 45,777
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.87 51.28 49.40
R3 50.97 50.38 49.15
R2 50.07 50.07 49.07
R1 49.48 49.48 48.98 49.33
PP 49.17 49.17 49.17 49.09
S1 48.58 48.58 48.82 48.43
S2 48.27 48.27 48.74
S3 47.37 47.68 48.65
S4 46.47 46.78 48.41
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.11 58.79 52.06
R3 56.37 55.05 51.03
R2 52.63 52.63 50.69
R1 51.31 51.31 50.34 51.97
PP 48.89 48.89 48.89 49.22
S1 47.57 47.57 49.66 48.23
S2 45.15 45.15 49.31
S3 41.41 43.83 48.97
S4 37.67 40.09 47.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.63 48.85 2.78 5.7% 1.44 2.9% 2% False True 9,866
10 51.63 46.46 5.17 10.6% 1.46 3.0% 47% False False 9,342
20 53.22 46.46 6.76 13.8% 1.25 2.6% 36% False False 9,248
40 53.22 46.46 6.76 13.8% 1.31 2.7% 36% False False 7,614
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.58
2.618 52.11
1.618 51.21
1.000 50.65
0.618 50.31
HIGH 49.75
0.618 49.41
0.500 49.30
0.382 49.19
LOW 48.85
0.618 48.29
1.000 47.95
1.618 47.39
2.618 46.49
4.250 45.03
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 49.30 50.24
PP 49.17 49.79
S1 49.03 49.35

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

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