NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 43.15 43.93 0.78 1.8% 46.09
High 44.20 44.11 -0.09 -0.2% 47.16
Low 42.21 42.66 0.45 1.1% 42.64
Close 43.77 42.74 -1.03 -2.4% 43.02
Range 1.99 1.45 -0.54 -27.1% 4.52
ATR 1.64 1.62 -0.01 -0.8% 0.00
Volume 100,439 65,437 -35,002 -34.8% 338,135
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.52 46.58 43.54
R3 46.07 45.13 43.14
R2 44.62 44.62 43.01
R1 43.68 43.68 42.87 43.43
PP 43.17 43.17 43.17 43.04
S1 42.23 42.23 42.61 41.98
S2 41.72 41.72 42.47
S3 40.27 40.78 42.34
S4 38.82 39.33 41.94
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 57.83 54.95 45.51
R3 53.31 50.43 44.26
R2 48.79 48.79 43.85
R1 45.91 45.91 43.43 45.09
PP 44.27 44.27 44.27 43.87
S1 41.39 41.39 42.61 40.57
S2 39.75 39.75 42.19
S3 35.23 36.87 41.78
S4 30.71 32.35 40.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.38 42.21 4.17 9.8% 1.68 3.9% 13% False False 75,481
10 50.00 42.21 7.79 18.2% 1.56 3.6% 7% False False 65,823
20 50.02 42.21 7.81 18.3% 1.56 3.6% 7% False False 51,478
40 52.60 42.21 10.39 24.3% 1.63 3.8% 5% False False 39,221
60 52.60 41.45 11.15 26.1% 1.85 4.3% 12% False False 33,461
80 52.60 40.67 11.93 27.9% 1.73 4.0% 17% False False 28,641
100 61.44 40.67 20.77 48.6% 1.70 4.0% 10% False False 24,158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.27
2.618 47.91
1.618 46.46
1.000 45.56
0.618 45.01
HIGH 44.11
0.618 43.56
0.500 43.39
0.382 43.21
LOW 42.66
0.618 41.76
1.000 41.21
1.618 40.31
2.618 38.86
4.250 36.50
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 43.39 43.35
PP 43.17 43.14
S1 42.96 42.94

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

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