NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 43.05 41.61 -1.44 -3.3% 44.52
High 43.33 42.21 -1.12 -2.6% 45.12
Low 41.54 40.22 -1.32 -3.2% 40.22
Close 41.75 40.74 -1.01 -2.4% 40.74
Range 1.79 1.99 0.20 11.2% 4.90
ATR 1.71 1.73 0.02 1.2% 0.00
Volume 545,351 480,893 -64,458 -11.8% 2,462,580
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.03 45.87 41.83
R3 45.04 43.88 41.29
R2 43.05 43.05 41.10
R1 41.89 41.89 40.92 41.48
PP 41.06 41.06 41.06 40.85
S1 39.90 39.90 40.56 39.49
S2 39.07 39.07 40.38
S3 37.08 37.91 40.19
S4 35.09 35.92 39.65
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 56.73 53.63 43.44
R3 51.83 48.73 42.09
R2 46.93 46.93 41.64
R1 43.83 43.83 41.19 42.93
PP 42.03 42.03 42.03 41.58
S1 38.93 38.93 40.29 38.03
S2 37.13 37.13 39.84
S3 32.23 34.03 39.39
S4 27.33 29.13 38.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.12 40.22 4.90 12.0% 1.59 3.9% 11% False True 492,516
10 48.36 40.22 8.14 20.0% 1.67 4.1% 6% False True 454,775
20 48.36 40.22 8.14 20.0% 1.63 4.0% 6% False True 420,626
40 51.42 40.22 11.20 27.5% 1.74 4.3% 5% False True 295,472
60 51.42 39.22 12.20 29.9% 2.00 4.9% 12% False False 235,942
80 51.42 39.22 12.20 29.9% 1.87 4.6% 12% False False 198,207
100 61.70 39.22 22.48 55.2% 1.84 4.5% 7% False False 170,281
120 63.12 39.22 23.90 58.7% 1.79 4.4% 6% False False 150,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 50.67
2.618 47.42
1.618 45.43
1.000 44.20
0.618 43.44
HIGH 42.21
0.618 41.45
0.500 41.22
0.382 40.98
LOW 40.22
0.618 38.99
1.000 38.23
1.618 37.00
2.618 35.01
4.250 31.76
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 41.22 42.17
PP 41.06 41.69
S1 40.90 41.22

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

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