NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 48.24 47.97 -0.27 -0.6% 49.91
High 48.60 48.35 -0.25 -0.5% 51.63
Low 47.66 46.96 -0.70 -1.5% 48.12
Close 48.27 47.00 -1.27 -2.6% 48.23
Range 0.94 1.39 0.45 47.9% 3.51
ATR 1.37 1.37 0.00 0.1% 0.00
Volume 10,662 14,498 3,836 36.0% 56,930
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.61 50.69 47.76
R3 50.22 49.30 47.38
R2 48.83 48.83 47.25
R1 47.91 47.91 47.13 47.68
PP 47.44 47.44 47.44 47.32
S1 46.52 46.52 46.87 46.29
S2 46.05 46.05 46.75
S3 44.66 45.13 46.62
S4 43.27 43.74 46.24
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 49.75 46.96 2.79 5.9% 1.11 2.4% 1% False True 14,094
10 51.63 46.96 4.67 9.9% 1.30 2.8% 1% False True 11,324
20 51.63 46.46 5.17 11.0% 1.24 2.6% 10% False False 9,944
40 53.22 46.46 6.76 14.4% 1.30 2.8% 8% False False 8,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.26
2.618 51.99
1.618 50.60
1.000 49.74
0.618 49.21
HIGH 48.35
0.618 47.82
0.500 47.66
0.382 47.49
LOW 46.96
0.618 46.10
1.000 45.57
1.618 44.71
2.618 43.32
4.250 41.05
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 47.66 47.99
PP 47.44 47.66
S1 47.22 47.33

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

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