NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 47.22 46.05 -1.17 -2.5% 48.45
High 47.28 46.45 -0.83 -1.8% 49.02
Low 45.82 44.88 -0.94 -2.1% 44.88
Close 45.99 45.14 -0.85 -1.8% 45.14
Range 1.46 1.57 0.11 7.5% 4.14
ATR 1.38 1.39 0.01 1.0% 0.00
Volume 14,789 13,436 -1,353 -9.1% 66,913
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.20 49.24 46.00
R3 48.63 47.67 45.57
R2 47.06 47.06 45.43
R1 46.10 46.10 45.28 45.80
PP 45.49 45.49 45.49 45.34
S1 44.53 44.53 45.00 44.23
S2 43.92 43.92 44.85
S3 42.35 42.96 44.71
S4 40.78 41.39 44.28
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.77 56.09 47.42
R3 54.63 51.95 46.28
R2 50.49 50.49 45.90
R1 47.81 47.81 45.52 47.08
PP 46.35 46.35 46.35 45.98
S1 43.67 43.67 44.76 42.94
S2 42.21 42.21 44.38
S3 38.07 39.53 44.00
S4 33.93 35.39 42.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.02 44.88 4.14 9.2% 1.31 2.9% 6% False True 13,382
10 51.63 44.88 6.75 15.0% 1.36 3.0% 4% False True 12,384
20 51.63 44.88 6.75 15.0% 1.28 2.8% 4% False True 10,565
40 53.22 44.88 8.34 18.5% 1.31 2.9% 3% False True 9,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 53.12
2.618 50.56
1.618 48.99
1.000 48.02
0.618 47.42
HIGH 46.45
0.618 45.85
0.500 45.67
0.382 45.48
LOW 44.88
0.618 43.91
1.000 43.31
1.618 42.34
2.618 40.77
4.250 38.21
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 45.67 46.62
PP 45.49 46.12
S1 45.32 45.63

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

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