NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	43.93	43.90	-0.03	-0.1%	43.94
High	44.41	44.23	-0.18	-0.4%	45.93
Low	43.40	42.37	-1.03	-2.4%	42.94
Close	44.08	42.49	-1.59	-3.6%	44.10
Range	1.01	1.86	0.85	84.2%	2.99
ATR	1.48	1.51	0.03	1.8%	0.00
Volume	59,844	82,214	22,370	37.4%	201,445

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.61	47.41	43.51
R3	46.75	45.55	43.00
R2	44.89	44.89	42.83
R1	43.69	43.69	42.66	43.36
PP	43.03	43.03	43.03	42.87
S1	41.83	41.83	42.32	41.50
S2	41.17	41.17	42.15
S3	39.31	39.97	41.98
S4	37.45	38.11	41.47

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	45.71	42.37	3.34	7.9%	1.39	3.3%	4%	False	True	52,429
10	45.93	42.37	3.56	8.4%	1.42	3.4%	3%	False	True	56,389
20	50.67	42.37	8.30	19.5%	1.47	3.5%	1%	False	True	53,698
40	53.01	42.37	10.64	25.0%	1.52	3.6%	1%	False	True	43,975
60	53.01	42.37	10.64	25.0%	1.58	3.7%	1%	False	True	38,021
80	53.08	41.25	11.83	27.8%	1.73	4.1%	10%	False	False	34,776
100	56.44	41.25	15.19	35.7%	1.64	3.8%	8%	False	False	30,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	52.14
2.618	49.10
1.618	47.24
1.000	46.09
0.618	45.38
HIGH	44.23
0.618	43.52
0.500	43.30
0.382	43.08
LOW	42.37
0.618	41.22
1.000	40.51
1.618	39.36
2.618	37.50
4.250	34.47

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	43.30	43.65
PP	43.03	43.26
S1	42.76	42.88

Download as Excel Spreadsheet

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

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