NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 45.64 44.10 -1.54 -3.4% 43.94
High 45.66 44.93 -0.73 -1.6% 45.93
Low 44.06 43.82 -0.24 -0.5% 42.94
Close 44.10 43.93 -0.17 -0.4% 44.10
Range 1.60 1.11 -0.49 -30.6% 2.99
ATR 1.55 1.52 -0.03 -2.0% 0.00
Volume 26,792 48,379 21,587 80.6% 201,445
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 47.56 46.85 44.54
R3 46.45 45.74 44.24
R2 45.34 45.34 44.13
R1 44.63 44.63 44.03 44.43
PP 44.23 44.23 44.23 44.13
S1 43.52 43.52 43.83 43.32
S2 43.12 43.12 43.73
S3 42.01 42.41 43.62
S4 40.90 41.30 43.32
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 53.29 51.69 45.74
R3 50.30 48.70 44.92
R2 47.31 47.31 44.65
R1 45.71 45.71 44.37 46.51
PP 44.32 44.32 44.32 44.73
S1 42.72 42.72 43.83 43.52
S2 41.33 41.33 43.55
S3 38.34 39.73 43.28
S4 35.35 36.74 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.93 42.94 2.99 6.8% 1.55 3.5% 33% False False 49,964
10 45.93 42.94 2.99 6.8% 1.47 3.3% 33% False False 53,416
20 50.70 42.94 7.76 17.7% 1.49 3.4% 13% False False 49,447
40 53.01 42.94 10.07 22.9% 1.56 3.6% 10% False False 42,097
60 53.01 42.94 10.07 22.9% 1.59 3.6% 10% False False 36,160
80 53.08 41.25 11.83 26.9% 1.73 3.9% 23% False False 33,458
100 56.63 41.25 15.38 35.0% 1.64 3.7% 17% False False 28,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 49.65
2.618 47.84
1.618 46.73
1.000 46.04
0.618 45.62
HIGH 44.93
0.618 44.51
0.500 44.38
0.382 44.24
LOW 43.82
0.618 43.13
1.000 42.71
1.618 42.02
2.618 40.91
4.250 39.10
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 44.38 44.77
PP 44.23 44.49
S1 44.08 44.21

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

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