NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 49.12 48.45 -0.67 -1.4% 49.91
High 49.25 49.02 -0.23 -0.5% 51.63
Low 48.12 47.84 -0.28 -0.6% 48.12
Close 48.23 48.01 -0.22 -0.5% 48.23
Range 1.13 1.18 0.05 4.4% 3.51
ATR 1.42 1.40 -0.02 -1.2% 0.00
Volume 17,059 13,528 -3,531 -20.7% 56,930
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.83 51.10 48.66
R3 50.65 49.92 48.33
R2 49.47 49.47 48.23
R1 48.74 48.74 48.12 48.52
PP 48.29 48.29 48.29 48.18
S1 47.56 47.56 47.90 47.34
S2 47.11 47.11 47.79
S3 45.93 46.38 47.69
S4 44.75 45.20 47.36
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 59.86 57.55 50.16
R3 56.35 54.04 49.20
R2 52.84 52.84 48.87
R1 50.53 50.53 48.55 49.93
PP 49.33 49.33 49.33 49.03
S1 47.02 47.02 47.91 46.42
S2 45.82 45.82 47.59
S3 42.31 43.51 47.26
S4 38.80 40.00 46.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.63 47.84 3.79 7.9% 1.46 3.0% 4% False True 12,643
10 51.63 46.46 5.17 10.8% 1.45 3.0% 30% False False 11,116
20 51.63 46.46 5.17 10.8% 1.21 2.5% 30% False False 9,517
40 53.22 46.46 6.76 14.1% 1.31 2.7% 23% False False 8,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.04
2.618 52.11
1.618 50.93
1.000 50.20
0.618 49.75
HIGH 49.02
0.618 48.57
0.500 48.43
0.382 48.29
LOW 47.84
0.618 47.11
1.000 46.66
1.618 45.93
2.618 44.75
4.250 42.83
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 48.43 48.80
PP 48.29 48.53
S1 48.15 48.27

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

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