NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 51.40 50.16 -1.24 -2.4% 48.57
High 52.04 50.31 -1.73 -3.3% 50.69
Low 49.94 49.20 -0.74 -1.5% 46.81
Close 50.01 49.26 -0.75 -1.5% 50.37
Range 2.10 1.11 -0.99 -47.1% 3.88
ATR 1.58 1.54 -0.03 -2.1% 0.00
Volume 26,946 29,510 2,564 9.5% 141,203
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 52.92 52.20 49.87
R3 51.81 51.09 49.57
R2 50.70 50.70 49.46
R1 49.98 49.98 49.36 49.79
PP 49.59 49.59 49.59 49.49
S1 48.87 48.87 49.16 48.68
S2 48.48 48.48 49.06
S3 47.37 47.76 48.95
S4 46.26 46.65 48.65
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.93 59.53 52.50
R3 57.05 55.65 51.44
R2 53.17 53.17 51.08
R1 51.77 51.77 50.73 52.47
PP 49.29 49.29 49.29 49.64
S1 47.89 47.89 50.01 48.59
S2 45.41 45.41 49.66
S3 41.53 44.01 49.30
S4 37.65 40.13 48.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.04 49.20 2.84 5.8% 1.58 3.2% 2% False True 25,655
10 52.04 46.81 5.23 10.6% 1.56 3.2% 47% False False 26,492
20 53.77 46.81 6.96 14.1% 1.46 3.0% 35% False False 26,853
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.03
2.618 53.22
1.618 52.11
1.000 51.42
0.618 51.00
HIGH 50.31
0.618 49.89
0.500 49.76
0.382 49.62
LOW 49.20
0.618 48.51
1.000 48.09
1.618 47.40
2.618 46.29
4.250 44.48
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 49.76 50.62
PP 49.59 50.17
S1 49.43 49.71

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

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