NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	44.10	43.63	-0.47	-1.1%	46.43
High	44.76	44.11	-0.65	-1.5%	48.36
Low	43.57	42.62	-0.95	-2.2%	44.11
Close	44.21	42.93	-1.28	-2.9%	44.29
Range	1.19	1.49	0.30	25.2%	4.25
ATR	1.72	1.71	-0.01	-0.5%	0.00
Volume	445,973	502,371	56,398	12.6%	2,085,178

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.69	46.80	43.75
R3	46.20	45.31	43.34
R2	44.71	44.71	43.20
R1	43.82	43.82	43.07	43.52
PP	43.22	43.22	43.22	43.07
S1	42.33	42.33	42.79	42.03
S2	41.73	41.73	42.66
S3	40.24	40.84	42.52
S4	38.75	39.35	42.11

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.34	55.56	46.63
R3	54.09	51.31	45.46
R2	49.84	49.84	45.07
R1	47.06	47.06	44.68	46.33
PP	45.59	45.59	45.59	45.22
S1	42.81	42.81	43.90	42.08
S2	41.34	41.34	43.51
S3	37.09	38.56	43.12
S4	32.84	34.31	41.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.65	42.62	4.03	9.4%	1.44	3.4%	8%	False	True	464,423
10	48.36	42.62	5.74	13.4%	1.61	3.7%	5%	False	True	432,133
20	48.36	42.58	5.78	13.5%	1.59	3.7%	6%	False	False	397,376
40	51.42	42.58	8.84	20.6%	1.74	4.1%	4%	False	False	275,930
60	51.42	39.22	12.20	28.4%	2.00	4.7%	30%	False	False	222,307
80	52.42	39.22	13.20	30.7%	1.86	4.3%	28%	False	False	186,884
100	62.80	39.22	23.58	54.9%	1.83	4.3%	16%	False	False	161,033
120	63.12	39.22	23.90	55.7%	1.79	4.2%	16%	False	False	142,653

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	0.39
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	50.44
2.618	48.01
1.618	46.52
1.000	45.60
0.618	45.03
HIGH	44.11
0.618	43.54
0.500	43.37
0.382	43.19
LOW	42.62
0.618	41.70
1.000	41.13
1.618	40.21
2.618	38.72
4.250	36.29

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	43.37	43.87
PP	43.22	43.56
S1	43.08	43.24

Download as Excel Spreadsheet

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

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