NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 43.10 43.20 0.10 0.2% 46.09
High 43.67 43.53 -0.14 -0.3% 47.16
Low 42.42 42.48 0.06 0.1% 42.64
Close 43.09 42.89 -0.20 -0.5% 43.02
Range 1.25 1.05 -0.20 -16.0% 4.52
ATR 1.60 1.56 -0.04 -2.4% 0.00
Volume 93,765 85,689 -8,076 -8.6% 338,135
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 46.12 45.55 43.47
R3 45.07 44.50 43.18
R2 44.02 44.02 43.08
R1 43.45 43.45 42.99 43.21
PP 42.97 42.97 42.97 42.85
S1 42.40 42.40 42.79 42.16
S2 41.92 41.92 42.70
S3 40.87 41.35 42.60
S4 39.82 40.30 42.31
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 44.48 42.21 2.27 5.3% 1.52 3.5% 30% False False 84,187
10 47.56 42.21 5.35 12.5% 1.45 3.4% 13% False False 73,972
20 50.02 42.21 7.81 18.2% 1.56 3.6% 9% False False 56,455
40 52.60 42.21 10.39 24.2% 1.59 3.7% 7% False False 42,580
60 52.60 42.16 10.44 24.3% 1.85 4.3% 7% False False 35,878
80 52.60 40.67 11.93 27.8% 1.71 4.0% 19% False False 30,664
100 60.69 40.67 20.02 46.7% 1.70 4.0% 11% False False 25,871
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.99
2.618 46.28
1.618 45.23
1.000 44.58
0.618 44.18
HIGH 43.53
0.618 43.13
0.500 43.01
0.382 42.88
LOW 42.48
0.618 41.83
1.000 41.43
1.618 40.78
2.618 39.73
4.250 38.02
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 43.01 43.27
PP 42.97 43.14
S1 42.93 43.02

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

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