NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 43.00 42.79 -0.21 -0.5% 43.15
High 44.01 44.09 0.08 0.2% 44.20
Low 42.60 41.84 -0.76 -1.8% 42.21
Close 43.19 43.15 -0.04 -0.1% 43.19
Range 1.41 2.25 0.84 59.6% 1.99
ATR 1.55 1.60 0.05 3.2% 0.00
Volume 106,058 126,149 20,091 18.9% 451,388
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.78 48.71 44.39
R3 47.53 46.46 43.77
R2 45.28 45.28 43.56
R1 44.21 44.21 43.36 44.75
PP 43.03 43.03 43.03 43.29
S1 41.96 41.96 42.94 42.50
S2 40.78 40.78 42.74
S3 38.53 39.71 42.53
S4 36.28 37.46 41.91
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.17 48.17 44.28
R3 47.18 46.18 43.74
R2 45.19 45.19 43.55
R1 44.19 44.19 43.37 44.69
PP 43.20 43.20 43.20 43.45
S1 42.20 42.20 43.01 42.70
S2 41.21 41.21 42.83
S3 39.22 40.21 42.64
S4 37.23 38.22 42.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.11 41.84 2.27 5.3% 1.48 3.4% 58% False True 95,419
10 46.79 41.84 4.95 11.5% 1.54 3.6% 26% False True 83,445
20 50.02 41.84 8.18 19.0% 1.61 3.7% 16% False True 63,830
40 52.60 41.84 10.76 24.9% 1.62 3.8% 12% False True 47,334
60 52.60 41.84 10.76 24.9% 1.78 4.1% 12% False True 39,038
80 52.60 40.67 11.93 27.6% 1.73 4.0% 21% False False 33,315
100 58.89 40.67 18.22 42.2% 1.70 3.9% 14% False False 28,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 53.65
2.618 49.98
1.618 47.73
1.000 46.34
0.618 45.48
HIGH 44.09
0.618 43.23
0.500 42.97
0.382 42.70
LOW 41.84
0.618 40.45
1.000 39.59
1.618 38.20
2.618 35.95
4.250 32.28
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 43.09 43.09
PP 43.03 43.03
S1 42.97 42.97

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

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