NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 43.63 43.05 -0.58 -1.3% 46.43
High 44.11 43.33 -0.78 -1.8% 48.36
Low 42.62 41.54 -1.08 -2.5% 44.11
Close 42.93 41.75 -1.18 -2.7% 44.29
Range 1.49 1.79 0.30 20.1% 4.25
ATR 1.71 1.71 0.01 0.3% 0.00
Volume 502,371 545,351 42,980 8.6% 2,085,178
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.58 46.45 42.73
R3 45.79 44.66 42.24
R2 44.00 44.00 42.08
R1 42.87 42.87 41.91 42.54
PP 42.21 42.21 42.21 42.04
S1 41.08 41.08 41.59 40.75
S2 40.42 40.42 41.42
S3 38.63 39.29 41.26
S4 36.84 37.50 40.77
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 45.64 41.54 4.10 9.8% 1.50 3.6% 5% False True 485,964
10 48.36 41.54 6.82 16.3% 1.62 3.9% 3% False True 443,017
20 48.36 41.54 6.82 16.3% 1.59 3.8% 3% False True 410,797
40 51.42 41.54 9.88 23.7% 1.75 4.2% 2% False True 285,996
60 51.42 39.22 12.20 29.2% 1.99 4.8% 21% False False 229,841
80 51.43 39.22 12.21 29.2% 1.86 4.5% 21% False False 193,066
100 62.80 39.22 23.58 56.5% 1.83 4.4% 11% False False 166,066
120 63.12 39.22 23.90 57.2% 1.79 4.3% 11% False False 146,886
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 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.94
2.618 48.02
1.618 46.23
1.000 45.12
0.618 44.44
HIGH 43.33
0.618 42.65
0.500 42.44
0.382 42.22
LOW 41.54
0.618 40.43
1.000 39.75
1.618 38.64
2.618 36.85
4.250 33.93
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 42.44 43.15
PP 42.21 42.68
S1 41.98 42.22

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

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