NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 45.06 44.75 -0.31 -0.7% 44.71
High 45.78 45.19 -0.59 -1.3% 46.78
Low 44.65 44.24 -0.41 -0.9% 43.83
Close 44.77 44.89 0.12 0.3% 45.00
Range 1.13 0.95 -0.18 -15.9% 2.95
ATR 1.44 1.41 -0.04 -2.4% 0.00
Volume 20,087 21,197 1,110 5.5% 83,243
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.62 47.21 45.41
R3 46.67 46.26 45.15
R2 45.72 45.72 45.06
R1 45.31 45.31 44.98 45.52
PP 44.77 44.77 44.77 44.88
S1 44.36 44.36 44.80 44.57
S2 43.82 43.82 44.72
S3 42.87 43.41 44.63
S4 41.92 42.46 44.37
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 54.05 52.48 46.62
R3 51.10 49.53 45.81
R2 48.15 48.15 45.54
R1 46.58 46.58 45.27 47.37
PP 45.20 45.20 45.20 45.60
S1 43.63 43.63 44.73 44.42
S2 42.25 42.25 44.46
S3 39.30 40.68 44.19
S4 36.35 37.73 43.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.78 44.24 2.54 5.7% 1.27 2.8% 26% False True 18,531
10 46.78 43.83 2.95 6.6% 1.32 2.9% 36% False False 21,164
20 51.29 43.78 7.51 16.7% 1.42 3.2% 15% False False 20,212
40 53.35 43.78 9.57 21.3% 1.44 3.2% 12% False False 17,020
60 53.35 43.78 9.57 21.3% 1.47 3.3% 12% False False 14,100
80 53.50 41.93 11.57 25.8% 1.58 3.5% 26% False False 12,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 49.23
2.618 47.68
1.618 46.73
1.000 46.14
0.618 45.78
HIGH 45.19
0.618 44.83
0.500 44.72
0.382 44.60
LOW 44.24
0.618 43.65
1.000 43.29
1.618 42.70
2.618 41.75
4.250 40.20
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 44.83 45.35
PP 44.77 45.20
S1 44.72 45.04

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

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