NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 45.19 44.92 -0.27 -0.6% 44.68
High 45.22 45.76 0.54 1.2% 45.76
Low 44.28 44.44 0.16 0.4% 43.78
Close 44.68 45.06 0.38 0.9% 45.06
Range 0.94 1.32 0.38 40.4% 1.98
ATR 1.43 1.42 -0.01 -0.5% 0.00
Volume 24,366 25,717 1,351 5.5% 111,230
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.05 48.37 45.79
R3 47.73 47.05 45.42
R2 46.41 46.41 45.30
R1 45.73 45.73 45.18 46.07
PP 45.09 45.09 45.09 45.26
S1 44.41 44.41 44.94 44.75
S2 43.77 43.77 44.82
S3 42.45 43.09 44.70
S4 41.13 41.77 44.33
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.81 49.91 46.15
R3 48.83 47.93 45.60
R2 46.85 46.85 45.42
R1 45.95 45.95 45.24 46.40
PP 44.87 44.87 44.87 45.09
S1 43.97 43.97 44.88 44.42
S2 42.89 42.89 44.70
S3 40.91 41.99 44.52
S4 38.93 40.01 43.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.76 43.78 1.98 4.4% 1.32 2.9% 65% True False 22,246
10 48.47 43.78 4.69 10.4% 1.34 3.0% 27% False False 21,489
20 51.29 43.78 7.51 16.7% 1.44 3.2% 17% False False 18,635
40 53.35 43.78 9.57 21.2% 1.43 3.2% 13% False False 15,168
60 53.50 43.78 9.72 21.6% 1.64 3.7% 13% False False 13,010
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.37
2.618 49.22
1.618 47.90
1.000 47.08
0.618 46.58
HIGH 45.76
0.618 45.26
0.500 45.10
0.382 44.94
LOW 44.44
0.618 43.62
1.000 43.12
1.618 42.30
2.618 40.98
4.250 38.83
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 45.10 45.02
PP 45.09 44.97
S1 45.07 44.93

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

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