NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 49.72 49.12 -0.60 -1.2% 49.91
High 49.75 49.25 -0.50 -1.0% 51.63
Low 48.85 48.12 -0.73 -1.5% 48.12
Close 48.90 48.23 -0.67 -1.4% 48.23
Range 0.90 1.13 0.23 25.6% 3.51
ATR 1.44 1.42 -0.02 -1.5% 0.00
Volume 14,727 17,059 2,332 15.8% 56,930
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.92 51.21 48.85
R3 50.79 50.08 48.54
R2 49.66 49.66 48.44
R1 48.95 48.95 48.33 48.74
PP 48.53 48.53 48.53 48.43
S1 47.82 47.82 48.13 47.61
S2 47.40 47.40 48.02
S3 46.27 46.69 47.92
S4 45.14 45.56 47.61
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 59.86 57.55 50.16
R3 56.35 54.04 49.20
R2 52.84 52.84 48.87
R1 50.53 50.53 48.55 49.93
PP 49.33 49.33 49.33 49.03
S1 47.02 47.02 47.91 46.42
S2 45.82 45.82 47.59
S3 42.31 43.51 47.26
S4 38.80 40.00 46.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.63 48.12 3.51 7.3% 1.41 2.9% 3% False True 11,386
10 51.63 46.46 5.17 10.7% 1.44 3.0% 34% False False 10,270
20 52.36 46.46 5.90 12.2% 1.26 2.6% 30% False False 9,290
40 53.22 46.46 6.76 14.0% 1.31 2.7% 26% False False 7,930
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.05
2.618 52.21
1.618 51.08
1.000 50.38
0.618 49.95
HIGH 49.25
0.618 48.82
0.500 48.69
0.382 48.55
LOW 48.12
0.618 47.42
1.000 46.99
1.618 46.29
2.618 45.16
4.250 43.32
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 48.69 49.88
PP 48.53 49.33
S1 48.38 48.78

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

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