NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 48.45 48.24 -0.21 -0.4% 49.91
High 49.02 48.60 -0.42 -0.9% 51.63
Low 47.84 47.66 -0.18 -0.4% 48.12
Close 48.01 48.27 0.26 0.5% 48.23
Range 1.18 0.94 -0.24 -20.3% 3.51
ATR 1.40 1.37 -0.03 -2.4% 0.00
Volume 13,528 10,662 -2,866 -21.2% 56,930
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.00 50.57 48.79
R3 50.06 49.63 48.53
R2 49.12 49.12 48.44
R1 48.69 48.69 48.36 48.91
PP 48.18 48.18 48.18 48.28
S1 47.75 47.75 48.18 47.97
S2 47.24 47.24 48.10
S3 46.30 46.81 48.01
S4 45.36 45.87 47.75
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 47.66 3.97 8.2% 1.23 2.5% 15% False True 12,843
10 51.63 46.77 4.86 10.1% 1.44 3.0% 31% False False 11,360
20 51.63 46.46 5.17 10.7% 1.20 2.5% 35% False False 9,546
40 53.22 46.46 6.76 14.0% 1.31 2.7% 27% False False 8,257
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.60
2.618 51.06
1.618 50.12
1.000 49.54
0.618 49.18
HIGH 48.60
0.618 48.24
0.500 48.13
0.382 48.02
LOW 47.66
0.618 47.08
1.000 46.72
1.618 46.14
2.618 45.20
4.250 43.67
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 48.22 48.46
PP 48.18 48.39
S1 48.13 48.33

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

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