NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 46.05 45.47 -0.58 -1.3% 48.45
High 46.45 46.25 -0.20 -0.4% 49.02
Low 44.88 44.37 -0.51 -1.1% 44.88
Close 45.14 45.89 0.75 1.7% 45.14
Range 1.57 1.88 0.31 19.7% 4.14
ATR 1.39 1.43 0.03 2.5% 0.00
Volume 13,436 10,241 -3,195 -23.8% 66,913
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.14 50.40 46.92
R3 49.26 48.52 46.41
R2 47.38 47.38 46.23
R1 46.64 46.64 46.06 47.01
PP 45.50 45.50 45.50 45.69
S1 44.76 44.76 45.72 45.13
S2 43.62 43.62 45.55
S3 41.74 42.88 45.37
S4 39.86 41.00 44.86
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 48.60 44.37 4.23 9.2% 1.45 3.2% 36% False True 12,725
10 51.63 44.37 7.26 15.8% 1.46 3.2% 21% False True 12,684
20 51.63 44.37 7.26 15.8% 1.32 2.9% 21% False True 10,770
40 53.22 44.37 8.85 19.3% 1.32 2.9% 17% False True 9,227
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 0.34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.24
2.618 51.17
1.618 49.29
1.000 48.13
0.618 47.41
HIGH 46.25
0.618 45.53
0.500 45.31
0.382 45.09
LOW 44.37
0.618 43.21
1.000 42.49
1.618 41.33
2.618 39.45
4.250 36.38
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 45.70 45.87
PP 45.50 45.85
S1 45.31 45.83

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

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