NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 45.34 44.65 -0.69 -1.5% 47.65
High 45.60 45.26 -0.34 -0.7% 48.47
Low 44.31 44.09 -0.22 -0.5% 44.20
Close 44.36 44.79 0.43 1.0% 44.56
Range 1.29 1.17 -0.12 -9.3% 4.27
ATR 1.49 1.46 -0.02 -1.5% 0.00
Volume 18,847 18,183 -664 -3.5% 103,662
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.22 47.68 45.43
R3 47.05 46.51 45.11
R2 45.88 45.88 45.00
R1 45.34 45.34 44.90 45.61
PP 44.71 44.71 44.71 44.85
S1 44.17 44.17 44.68 44.44
S2 43.54 43.54 44.58
S3 42.37 43.00 44.47
S4 41.20 41.83 44.15
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.55 55.83 46.91
R3 54.28 51.56 45.73
R2 50.01 50.01 45.34
R1 47.29 47.29 44.95 46.52
PP 45.74 45.74 45.74 45.36
S1 43.02 43.02 44.17 42.25
S2 41.47 41.47 43.78
S3 37.20 38.75 43.39
S4 32.93 34.48 42.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.77 43.78 2.99 6.7% 1.50 3.3% 34% False False 21,861
10 49.46 43.78 5.68 12.7% 1.35 3.0% 18% False False 20,466
20 51.29 43.78 7.51 16.8% 1.44 3.2% 13% False False 17,903
40 53.35 43.78 9.57 21.4% 1.43 3.2% 11% False False 14,522
60 53.50 42.86 10.64 23.8% 1.68 3.8% 18% False False 12,383
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 False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 48.32
1.618 47.15
1.000 46.43
0.618 45.98
HIGH 45.26
0.618 44.81
0.500 44.68
0.382 44.54
LOW 44.09
0.618 43.37
1.000 42.92
1.618 42.20
2.618 41.03
4.250 39.12
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 44.75 44.77
PP 44.71 44.75
S1 44.68 44.73

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

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