NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	49.43	48.72	-0.71	-1.4%	49.34
High	49.46	48.84	-0.62	-1.3%	51.29
Low	48.37	47.58	-0.79	-1.6%	47.58
Close	48.43	47.72	-0.71	-1.5%	47.72
Range	1.09	1.26	0.17	15.6%	3.71
ATR	1.54	1.52	-0.02	-1.3%	0.00
Volume	17,771	22,080	4,309	24.2%	76,400

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.83	51.03	48.41
R3	50.57	49.77	48.07
R2	49.31	49.31	47.95
R1	48.51	48.51	47.84	48.28
PP	48.05	48.05	48.05	47.93
S1	47.25	47.25	47.60	47.02
S2	46.79	46.79	47.49
S3	45.53	45.99	47.37
S4	44.27	44.73	47.03

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.99	57.57	49.76
R3	56.28	53.86	48.74
R2	52.57	52.57	48.40
R1	50.15	50.15	48.06	49.51
PP	48.86	48.86	48.86	48.54
S1	46.44	46.44	47.38	45.80
S2	45.15	45.15	47.04
S3	41.44	42.73	46.70
S4	37.73	39.02	45.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.29	47.58	3.71	7.8%	1.50	3.2%	4%	False	True	15,280
10	51.29	45.79	5.50	11.5%	1.54	3.2%	35%	False	False	15,782
20	52.54	45.79	6.75	14.1%	1.41	3.0%	29%	False	False	14,479
40	53.35	45.79	7.56	15.8%	1.47	3.1%	26%	False	False	12,146
60	53.50	41.93	11.57	24.2%	1.65	3.5%	50%	False	False	10,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.20
2.618	52.14
1.618	50.88
1.000	50.10
0.618	49.62
HIGH	48.84
0.618	48.36
0.500	48.21
0.382	48.06
LOW	47.58
0.618	46.80
1.000	46.32
1.618	45.54
2.618	44.28
4.250	42.23

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	48.21	49.44
PP	48.05	48.86
S1	47.88	48.29

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