NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	49.06	49.91	0.85	1.7%	48.33
High	50.20	49.99	-0.21	-0.4%	50.20
Low	48.90	49.09	0.19	0.4%	46.46
Close	50.00	49.65	-0.35	-0.7%	50.00
Range	1.30	0.90	-0.40	-30.8%	3.74
ATR	1.43	1.39	-0.04	-2.6%	0.00
Volume	9,461	7,241	-2,220	-23.5%	45,777

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.28	51.86	50.15
R3	51.38	50.96	49.90
R2	50.48	50.48	49.82
R1	50.06	50.06	49.73	49.82
PP	49.58	49.58	49.58	49.46
S1	49.16	49.16	49.57	48.92
S2	48.68	48.68	49.49
S3	47.78	48.26	49.40
S4	46.88	47.36	49.16

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.11	58.79	52.06
R3	56.37	55.05	51.03
R2	52.63	52.63	50.69
R1	51.31	51.31	50.34	51.97
PP	48.89	48.89	48.89	49.22
S1	47.57	47.57	49.66	48.23
S2	45.15	45.15	49.31
S3	41.41	43.83	48.97
S4	37.67	40.09	47.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.20	46.46	3.74	7.5%	1.43	2.9%	85%	False	False	9,589
10	50.20	46.46	3.74	7.5%	1.18	2.4%	85%	False	False	8,856
20	53.22	46.46	6.76	13.6%	1.29	2.6%	47%	False	False	9,305
40	53.22	46.46	6.76	13.6%	1.33	2.7%	47%	False	False	7,046

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	53.82
2.618	52.35
1.618	51.45
1.000	50.89
0.618	50.55
HIGH	49.99
0.618	49.65
0.500	49.54
0.382	49.43
LOW	49.09
0.618	48.53
1.000	48.19
1.618	47.63
2.618	46.73
4.250	45.27

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	49.61	49.59
PP	49.58	49.52
S1	49.54	49.46

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