NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 47.11 45.78 -1.33 -2.8% 45.43
High 47.11 46.46 -0.65 -1.4% 47.45
Low 45.70 45.35 -0.35 -0.8% 44.63
Close 45.77 45.49 -0.28 -0.6% 45.77
Range 1.41 1.11 -0.30 -21.3% 2.82
ATR 1.39 1.37 -0.02 -1.5% 0.00
Volume 7,302 17,137 9,835 134.7% 67,236
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.10 48.40 46.10
R3 47.99 47.29 45.80
R2 46.88 46.88 45.69
R1 46.18 46.18 45.59 45.98
PP 45.77 45.77 45.77 45.66
S1 45.07 45.07 45.39 44.87
S2 44.66 44.66 45.29
S3 43.55 43.96 45.18
S4 42.44 42.85 44.88
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% 1.41 3.1% 30% False False 16,874
10 47.45 44.37 3.08 6.8% 1.34 3.0% 36% False False 15,528
20 51.63 44.37 7.26 16.0% 1.35 3.0% 15% False False 13,956
40 53.22 44.37 8.85 19.5% 1.32 2.9% 13% False False 11,569
60 53.22 44.37 8.85 19.5% 1.34 3.0% 13% False False 9,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.18
2.618 49.37
1.618 48.26
1.000 47.57
0.618 47.15
HIGH 46.46
0.618 46.04
0.500 45.91
0.382 45.77
LOW 45.35
0.618 44.66
1.000 44.24
1.618 43.55
2.618 42.44
4.250 40.63
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 45.91 46.36
PP 45.77 46.07
S1 45.63 45.78

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

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