NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 45.48 45.43 -0.05 -0.1% 45.47
High 46.40 46.52 0.12 0.3% 46.40
Low 45.06 44.63 -0.43 -1.0% 44.37
Close 45.69 45.87 0.18 0.4% 45.69
Range 1.34 1.89 0.55 41.0% 2.03
ATR 1.35 1.39 0.04 2.9% 0.00
Volume 18,722 22,681 3,959 21.1% 70,909
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.34 50.50 46.91
R3 49.45 48.61 46.39
R2 47.56 47.56 46.22
R1 46.72 46.72 46.04 47.14
PP 45.67 45.67 45.67 45.89
S1 44.83 44.83 45.70 45.25
S2 43.78 43.78 45.52
S3 41.89 42.94 45.35
S4 40.00 41.05 44.83
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.58 50.66 46.81
R3 49.55 48.63 46.25
R2 47.52 47.52 46.06
R1 46.60 46.60 45.88 47.06
PP 45.49 45.49 45.49 45.72
S1 44.57 44.57 45.50 45.03
S2 43.46 43.46 45.32
S3 41.43 42.54 45.13
S4 39.40 40.51 44.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.52 44.63 1.89 4.1% 1.27 2.8% 66% True True 16,669
10 48.60 44.37 4.23 9.2% 1.36 3.0% 35% False False 14,697
20 51.63 44.37 7.26 15.8% 1.40 3.1% 21% False False 12,907
40 53.22 44.37 8.85 19.3% 1.33 2.9% 17% False False 10,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 54.55
2.618 51.47
1.618 49.58
1.000 48.41
0.618 47.69
HIGH 46.52
0.618 45.80
0.500 45.58
0.382 45.35
LOW 44.63
0.618 43.46
1.000 42.74
1.618 41.57
2.618 39.68
4.250 36.60
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 45.77 45.77
PP 45.67 45.67
S1 45.58 45.58

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

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