NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 45.28 44.33 -0.95 -2.1% 45.43
High 45.79 45.92 0.13 0.3% 47.45
Low 44.16 44.33 0.17 0.4% 44.63
Close 44.21 45.24 1.03 2.3% 45.77
Range 1.63 1.59 -0.04 -2.5% 2.82
ATR 1.36 1.38 0.03 1.8% 0.00
Volume 21,353 17,439 -3,914 -18.3% 67,236
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.93 49.18 46.11
R3 48.34 47.59 45.68
R2 46.75 46.75 45.53
R1 46.00 46.00 45.39 46.38
PP 45.16 45.16 45.16 45.35
S1 44.41 44.41 45.09 44.79
S2 43.57 43.57 44.95
S3 41.98 42.82 44.80
S4 40.39 41.23 44.37
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 47.11 44.16 2.95 6.5% 1.32 2.9% 37% False False 15,353
10 47.45 44.16 3.29 7.3% 1.34 3.0% 33% False False 17,353
20 49.75 44.16 5.59 12.4% 1.30 2.9% 19% False False 15,315
40 53.22 44.16 9.06 20.0% 1.29 2.9% 12% False False 12,269
60 53.22 44.16 9.06 20.0% 1.33 2.9% 12% False False 10,008
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.68
2.618 50.08
1.618 48.49
1.000 47.51
0.618 46.90
HIGH 45.92
0.618 45.31
0.500 45.13
0.382 44.94
LOW 44.33
0.618 43.35
1.000 42.74
1.618 41.76
2.618 40.17
4.250 37.57
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 45.20 45.17
PP 45.16 45.11
S1 45.13 45.04

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

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