NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 48.63 50.10 1.47 3.0% 47.02
High 50.70 50.67 -0.03 -0.1% 49.35
Low 48.40 48.58 0.18 0.4% 45.07
Close 50.34 48.69 -1.65 -3.3% 48.95
Range 2.30 2.09 -0.21 -9.1% 4.28
ATR 1.66 1.69 0.03 1.9% 0.00
Volume 32,947 31,999 -948 -2.9% 168,989
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 55.58 54.23 49.84
R3 53.49 52.14 49.26
R2 51.40 51.40 49.07
R1 50.05 50.05 48.88 49.68
PP 49.31 49.31 49.31 49.13
S1 47.96 47.96 48.50 47.59
S2 47.22 47.22 48.31
S3 45.13 45.87 48.12
S4 43.04 43.78 47.54
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.63 59.07 51.30
R3 56.35 54.79 50.13
R2 52.07 52.07 49.73
R1 50.51 50.51 49.34 51.29
PP 47.79 47.79 47.79 48.18
S1 46.23 46.23 48.56 47.01
S2 43.51 43.51 48.17
S3 39.23 41.95 47.77
S4 34.95 37.67 46.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.70 47.55 3.15 6.5% 1.69 3.5% 36% False False 30,407
10 50.70 45.07 5.63 11.6% 1.63 3.3% 64% False False 33,376
20 53.01 45.07 7.94 16.3% 1.59 3.3% 46% False False 33,634
40 53.01 45.07 7.94 16.3% 1.64 3.4% 46% False False 30,596
60 53.08 41.25 11.83 24.3% 1.82 3.7% 63% False False 28,633
80 56.34 41.25 15.09 31.0% 1.68 3.4% 49% False False 24,600
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.55
2.618 56.14
1.618 54.05
1.000 52.76
0.618 51.96
HIGH 50.67
0.618 49.87
0.500 49.63
0.382 49.38
LOW 48.58
0.618 47.29
1.000 46.49
1.618 45.20
2.618 43.11
4.250 39.70
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 49.63 49.35
PP 49.31 49.13
S1 49.00 48.91

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

View Archives - Comment on this page... - Back to Index of Symbols