NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 50.10 48.96 -1.14 -2.3% 47.02
High 50.67 48.99 -1.68 -3.3% 49.35
Low 48.58 47.75 -0.83 -1.7% 45.07
Close 48.69 47.83 -0.86 -1.8% 48.95
Range 2.09 1.24 -0.85 -40.7% 4.28
ATR 1.69 1.65 -0.03 -1.9% 0.00
Volume 31,999 57,126 25,127 78.5% 168,989
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.91 51.11 48.51
R3 50.67 49.87 48.17
R2 49.43 49.43 48.06
R1 48.63 48.63 47.94 48.41
PP 48.19 48.19 48.19 48.08
S1 47.39 47.39 47.72 47.17
S2 46.95 46.95 47.60
S3 45.71 46.15 47.49
S4 44.47 44.91 47.15
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 47.75 2.95 6.2% 1.65 3.5% 3% False True 34,025
10 50.70 45.07 5.63 11.8% 1.65 3.5% 49% False False 35,286
20 53.01 45.07 7.94 16.6% 1.55 3.2% 35% False False 34,367
40 53.01 45.07 7.94 16.6% 1.61 3.4% 35% False False 31,447
60 53.08 41.25 11.83 24.7% 1.82 3.8% 56% False False 29,171
80 55.05 41.25 13.80 28.9% 1.67 3.5% 48% False False 25,166
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 False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.26
2.618 52.24
1.618 51.00
1.000 50.23
0.618 49.76
HIGH 48.99
0.618 48.52
0.500 48.37
0.382 48.22
LOW 47.75
0.618 46.98
1.000 46.51
1.618 45.74
2.618 44.50
4.250 42.48
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 48.37 49.23
PP 48.19 48.76
S1 48.01 48.30

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

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