NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 45.60 45.28 -0.32 -0.7% 45.43
High 45.82 45.79 -0.03 -0.1% 47.45
Low 44.95 44.16 -0.79 -1.8% 44.63
Close 45.58 44.21 -1.37 -3.0% 45.77
Range 0.87 1.63 0.76 87.4% 2.82
ATR 1.34 1.36 0.02 1.6% 0.00
Volume 13,535 21,353 7,818 57.8% 67,236
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.61 48.54 45.11
R3 47.98 46.91 44.66
R2 46.35 46.35 44.51
R1 45.28 45.28 44.36 45.00
PP 44.72 44.72 44.72 44.58
S1 43.65 43.65 44.06 43.37
S2 43.09 43.09 43.91
S3 41.46 42.02 43.76
S4 39.83 40.39 43.31
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 47.36 44.16 3.20 7.2% 1.26 2.9% 2% False True 15,453
10 47.45 44.16 3.29 7.4% 1.28 2.9% 2% False True 17,041
20 51.63 44.16 7.47 16.9% 1.32 3.0% 1% False True 14,855
40 53.22 44.16 9.06 20.5% 1.29 2.9% 1% False True 12,138
60 53.22 44.16 9.06 20.5% 1.33 3.0% 1% False True 9,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.72
2.618 50.06
1.618 48.43
1.000 47.42
0.618 46.80
HIGH 45.79
0.618 45.17
0.500 44.98
0.382 44.78
LOW 44.16
0.618 43.15
1.000 42.53
1.618 41.52
2.618 39.89
4.250 37.23
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 44.98 45.31
PP 44.72 44.94
S1 44.47 44.58

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

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