NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	42.05	41.89	-0.16	-0.4%	42.10
High	42.37	42.76	0.39	0.9%	43.24
Low	41.25	41.37	0.12	0.3%	41.21
Close	41.72	41.90	0.18	0.4%	41.90
Range	1.12	1.39	0.27	24.1%	2.03
ATR	1.63	1.61	-0.02	-1.0%	0.00
Volume	422,086	432,642	10,556	2.5%	1,854,522

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.18	45.43	42.66
R3	44.79	44.04	42.28
R2	43.40	43.40	42.15
R1	42.65	42.65	42.03	43.03
PP	42.01	42.01	42.01	42.20
S1	41.26	41.26	41.77	41.64
S2	40.62	40.62	41.65
S3	39.23	39.87	41.52
S4	37.84	38.48	41.14

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.21	47.08	43.02
R3	46.18	45.05	42.46
R2	44.15	44.15	42.27
R1	43.02	43.02	42.09	42.57
PP	42.12	42.12	42.12	41.89
S1	40.99	40.99	41.71	40.54
S2	40.09	40.09	41.53
S3	38.06	38.96	41.34
S4	36.03	36.93	40.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.24	41.21	2.03	4.8%	1.48	3.5%	34%	False	False	370,904
10	46.29	41.21	5.08	12.1%	1.51	3.6%	14%	False	False	303,092
20	49.23	41.21	8.02	19.1%	1.62	3.9%	9%	False	False	204,201
40	52.05	41.21	10.84	25.9%	1.66	4.0%	6%	False	False	139,975
60	52.05	41.21	10.84	25.9%	1.89	4.5%	6%	False	False	107,087
80	52.05	39.97	12.08	28.8%	1.82	4.3%	16%	False	False	88,978
100	59.75	39.97	19.78	47.2%	1.79	4.3%	10%	False	False	74,519
120	63.32	39.97	23.35	55.7%	1.71	4.1%	8%	False	False	63,590

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.67
2.618	46.40
1.618	45.01
1.000	44.15
0.618	43.62
HIGH	42.76
0.618	42.23
0.500	42.07
0.382	41.90
LOW	41.37
0.618	40.51
1.000	39.98
1.618	39.12
2.618	37.73
4.250	35.46

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	42.07	42.01
PP	42.01	41.97
S1	41.96	41.94

Download as Excel Spreadsheet

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

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