NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 47.00 47.11 0.11 0.2% 45.43
High 47.36 47.11 -0.25 -0.5% 47.45
Low 46.06 45.70 -0.36 -0.8% 44.63
Close 47.09 45.77 -1.32 -2.8% 45.77
Range 1.30 1.41 0.11 8.5% 2.82
ATR 1.39 1.39 0.00 0.1% 0.00
Volume 17,942 7,302 -10,640 -59.3% 67,236
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.42 49.51 46.55
R3 49.01 48.10 46.16
R2 47.60 47.60 46.03
R1 46.69 46.69 45.90 46.44
PP 46.19 46.19 46.19 46.07
S1 45.28 45.28 45.64 45.03
S2 44.78 44.78 45.51
S3 43.37 43.87 45.38
S4 41.96 42.46 44.99
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 54.41 52.91 47.32
R3 51.59 50.09 46.55
R2 48.77 48.77 46.29
R1 47.27 47.27 46.03 48.02
PP 45.95 45.95 45.95 46.33
S1 44.45 44.45 45.51 45.20
S2 43.13 43.13 45.25
S3 40.31 41.63 44.99
S4 37.49 38.81 44.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.45 44.63 2.82 6.2% 1.46 3.2% 40% False False 17,191
10 47.45 44.37 3.08 6.7% 1.39 3.0% 45% False False 15,158
20 51.63 44.37 7.26 15.9% 1.36 3.0% 19% False False 13,572
40 53.22 44.37 8.85 19.3% 1.34 2.9% 16% False False 11,346
60 53.22 44.37 8.85 19.3% 1.34 2.9% 16% False False 9,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.10
2.618 50.80
1.618 49.39
1.000 48.52
0.618 47.98
HIGH 47.11
0.618 46.57
0.500 46.41
0.382 46.24
LOW 45.70
0.618 44.83
1.000 44.29
1.618 43.42
2.618 42.01
4.250 39.71
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 46.41 46.58
PP 46.19 46.31
S1 45.98 46.04

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

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