NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 44.92 44.71 -0.21 -0.5% 44.68
High 45.76 45.94 0.18 0.4% 45.76
Low 44.44 43.83 -0.61 -1.4% 43.78
Close 45.06 45.18 0.12 0.3% 45.06
Range 1.32 2.11 0.79 59.8% 1.98
ATR 1.42 1.47 0.05 3.5% 0.00
Volume 25,717 31,868 6,151 23.9% 111,230
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.31 50.36 46.34
R3 49.20 48.25 45.76
R2 47.09 47.09 45.57
R1 46.14 46.14 45.37 46.62
PP 44.98 44.98 44.98 45.22
S1 44.03 44.03 44.99 44.51
S2 42.87 42.87 44.79
S3 40.76 41.92 44.60
S4 38.65 39.81 44.02
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 45.94 43.83 2.11 4.7% 1.37 3.0% 64% True True 23,796
10 48.10 43.78 4.32 9.6% 1.42 3.2% 32% False False 22,683
20 51.29 43.78 7.51 16.6% 1.48 3.3% 19% False False 19,484
40 53.35 43.78 9.57 21.2% 1.46 3.2% 15% False False 15,723
60 53.50 43.78 9.72 21.5% 1.62 3.6% 14% False False 13,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 54.91
2.618 51.46
1.618 49.35
1.000 48.05
0.618 47.24
HIGH 45.94
0.618 45.13
0.500 44.89
0.382 44.64
LOW 43.83
0.618 42.53
1.000 41.72
1.618 40.42
2.618 38.31
4.250 34.86
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 45.08 45.08
PP 44.98 44.98
S1 44.89 44.89

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

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