NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 48.29 47.24 -1.05 -2.2% 48.10
High 48.30 47.56 -0.74 -1.5% 50.02
Low 47.03 46.20 -0.83 -1.8% 46.20
Close 47.09 46.33 -0.76 -1.6% 46.33
Range 1.27 1.36 0.09 7.1% 3.82
ATR 1.69 1.66 -0.02 -1.4% 0.00
Volume 65,822 56,264 -9,558 -14.5% 211,297
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.78 49.91 47.08
R3 49.42 48.55 46.70
R2 48.06 48.06 46.58
R1 47.19 47.19 46.45 46.95
PP 46.70 46.70 46.70 46.57
S1 45.83 45.83 46.21 45.59
S2 45.34 45.34 46.08
S3 43.98 44.47 45.96
S4 42.62 43.11 45.58
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.98 56.47 48.43
R3 55.16 52.65 47.38
R2 51.34 51.34 47.03
R1 48.83 48.83 46.68 48.18
PP 47.52 47.52 47.52 47.19
S1 45.01 45.01 45.98 44.36
S2 43.70 43.70 45.63
S3 39.88 41.19 45.28
S4 36.06 37.37 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.02 46.20 3.82 8.2% 1.63 3.5% 3% False True 42,259
10 50.02 44.36 5.66 12.2% 1.67 3.6% 35% False False 39,337
20 51.85 44.36 7.49 16.2% 1.57 3.4% 26% False False 37,348
40 52.60 44.36 8.24 17.8% 1.63 3.5% 24% False False 30,470
60 52.60 40.67 11.93 25.8% 1.82 3.9% 47% False False 26,969
80 54.03 40.67 13.36 28.8% 1.69 3.6% 42% False False 22,902
100 63.11 40.67 22.44 48.4% 1.67 3.6% 25% False False 19,391
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.34
2.618 51.12
1.618 49.76
1.000 48.92
0.618 48.40
HIGH 47.56
0.618 47.04
0.500 46.88
0.382 46.72
LOW 46.20
0.618 45.36
1.000 44.84
1.618 44.00
2.618 42.64
4.250 40.42
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 46.88 48.10
PP 46.70 47.51
S1 46.51 46.92

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

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