NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 49.34 49.27 -0.07 -0.1% 47.80
High 49.61 51.25 1.64 3.3% 49.90
Low 48.70 49.11 0.41 0.8% 45.79
Close 49.18 50.94 1.76 3.6% 49.54
Range 0.91 2.14 1.23 135.2% 4.11
ATR 1.48 1.53 0.05 3.2% 0.00
Volume 11,569 14,400 2,831 24.5% 81,427
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 56.85 56.04 52.12
R3 54.71 53.90 51.53
R2 52.57 52.57 51.33
R1 51.76 51.76 51.14 52.17
PP 50.43 50.43 50.43 50.64
S1 49.62 49.62 50.74 50.03
S2 48.29 48.29 50.55
S3 46.15 47.48 50.35
S4 44.01 45.34 49.76
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.74 59.25 51.80
R3 56.63 55.14 50.67
R2 52.52 52.52 50.29
R1 51.03 51.03 49.92 51.78
PP 48.41 48.41 48.41 48.78
S1 46.92 46.92 49.16 47.67
S2 44.30 44.30 48.79
S3 40.19 42.81 48.41
S4 36.08 38.70 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.25 46.23 5.02 9.9% 1.73 3.4% 94% True False 16,013
10 51.25 45.79 5.46 10.7% 1.40 2.8% 94% True False 15,505
20 53.35 45.79 7.56 14.8% 1.44 2.8% 68% False False 14,025
40 53.35 45.79 7.56 14.8% 1.49 2.9% 68% False False 11,303
60 53.50 41.93 11.57 22.7% 1.65 3.2% 78% False False 10,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.35
2.618 56.85
1.618 54.71
1.000 53.39
0.618 52.57
HIGH 51.25
0.618 50.43
0.500 50.18
0.382 49.93
LOW 49.11
0.618 47.79
1.000 46.97
1.618 45.65
2.618 43.51
4.250 40.02
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 50.69 50.58
PP 50.43 50.22
S1 50.18 49.87

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

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