NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 43.41 44.17 0.76 1.8% 43.15
High 44.82 44.61 -0.21 -0.5% 44.20
Low 43.26 43.16 -0.10 -0.2% 42.21
Close 44.33 44.39 0.06 0.1% 43.19
Range 1.56 1.45 -0.11 -7.1% 1.99
ATR 1.60 1.59 -0.01 -0.7% 0.00
Volume 78,637 68,617 -10,020 -12.7% 451,388
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.40 47.85 45.19
R3 46.95 46.40 44.79
R2 45.50 45.50 44.66
R1 44.95 44.95 44.52 45.23
PP 44.05 44.05 44.05 44.19
S1 43.50 43.50 44.26 43.78
S2 42.60 42.60 44.12
S3 41.15 42.05 43.99
S4 39.70 40.60 43.59
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 44.82 41.84 2.98 6.7% 1.54 3.5% 86% False False 93,030
10 45.43 41.84 3.59 8.1% 1.59 3.6% 71% False False 86,760
20 50.02 41.84 8.18 18.4% 1.55 3.5% 31% False False 67,582
40 52.60 41.84 10.76 24.2% 1.64 3.7% 24% False False 50,218
60 52.60 41.84 10.76 24.2% 1.66 3.7% 24% False False 40,337
80 52.60 40.67 11.93 26.9% 1.74 3.9% 31% False False 34,951
100 56.31 40.67 15.64 35.2% 1.66 3.8% 24% False False 29,425
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 True
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.77
2.618 48.41
1.618 46.96
1.000 46.06
0.618 45.51
HIGH 44.61
0.618 44.06
0.500 43.89
0.382 43.71
LOW 43.16
0.618 42.26
1.000 41.71
1.618 40.81
2.618 39.36
4.250 37.00
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 44.22 44.04
PP 44.05 43.68
S1 43.89 43.33

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

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