NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 41.49 42.04 0.55 1.3% 42.10
High 42.75 43.46 0.71 1.7% 43.24
Low 40.41 41.86 1.45 3.6% 41.21
Close 41.75 42.87 1.12 2.7% 41.90
Range 2.34 1.60 -0.74 -31.6% 2.03
ATR 1.66 1.67 0.00 0.2% 0.00
Volume 516,190 430,304 -85,886 -16.6% 1,854,522
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.53 46.80 43.75
R3 45.93 45.20 43.31
R2 44.33 44.33 43.16
R1 43.60 43.60 43.02 43.97
PP 42.73 42.73 42.73 42.91
S1 42.00 42.00 42.72 42.37
S2 41.13 41.13 42.58
S3 39.53 40.40 42.43
S4 37.93 38.80 41.99
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 43.46 40.41 3.05 7.1% 1.56 3.6% 81% True False 434,738
10 45.39 40.41 4.98 11.6% 1.65 3.8% 49% False False 354,746
20 49.23 40.41 8.82 20.6% 1.69 3.9% 28% False False 243,772
40 52.05 40.41 11.64 27.2% 1.69 4.0% 21% False False 161,841
60 52.05 40.41 11.64 27.2% 1.79 4.2% 21% False False 121,303
80 52.05 39.97 12.08 28.2% 1.82 4.3% 24% False False 100,227
100 56.10 39.97 16.13 37.6% 1.77 4.1% 18% False False 83,646
120 63.32 39.97 23.35 54.5% 1.71 4.0% 12% False False 71,332
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.26
2.618 47.65
1.618 46.05
1.000 45.06
0.618 44.45
HIGH 43.46
0.618 42.85
0.500 42.66
0.382 42.47
LOW 41.86
0.618 40.87
1.000 40.26
1.618 39.27
2.618 37.67
4.250 35.06
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 42.80 42.56
PP 42.73 42.25
S1 42.66 41.94

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

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