NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 47.97 47.22 -0.75 -1.6% 49.91
High 48.35 47.28 -1.07 -2.2% 51.63
Low 46.96 45.82 -1.14 -2.4% 48.12
Close 47.00 45.99 -1.01 -2.1% 48.23
Range 1.39 1.46 0.07 5.0% 3.51
ATR 1.37 1.38 0.01 0.5% 0.00
Volume 14,498 14,789 291 2.0% 56,930
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.74 49.83 46.79
R3 49.28 48.37 46.39
R2 47.82 47.82 46.26
R1 46.91 46.91 46.12 46.64
PP 46.36 46.36 46.36 46.23
S1 45.45 45.45 45.86 45.18
S2 44.90 44.90 45.72
S3 43.44 43.99 45.59
S4 41.98 42.53 45.19
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 49.25 45.82 3.43 7.5% 1.22 2.7% 5% False True 14,107
10 51.63 45.82 5.81 12.6% 1.33 2.9% 3% False True 11,986
20 51.63 45.82 5.81 12.6% 1.25 2.7% 3% False True 10,176
40 53.22 45.82 7.40 16.1% 1.32 2.9% 2% False True 8,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.49
2.618 51.10
1.618 49.64
1.000 48.74
0.618 48.18
HIGH 47.28
0.618 46.72
0.500 46.55
0.382 46.38
LOW 45.82
0.618 44.92
1.000 44.36
1.618 43.46
2.618 42.00
4.250 39.62
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 46.55 47.21
PP 46.36 46.80
S1 46.18 46.40

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

View Archives - Comment on this page... - Back to Index of Symbols