NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	45.81	45.48	-0.33	-0.7%	45.47
High	45.81	46.40	0.59	1.3%	46.40
Low	44.90	45.06	0.16	0.4%	44.37
Close	45.30	45.69	0.39	0.9%	45.69
Range	0.91	1.34	0.43	47.3%	2.03
ATR	1.35	1.35	0.00	0.0%	0.00
Volume	18,111	18,722	611	3.4%	70,909

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.74	49.05	46.43
R3	48.40	47.71	46.06
R2	47.06	47.06	45.94
R1	46.37	46.37	45.81	46.72
PP	45.72	45.72	45.72	45.89
S1	45.03	45.03	45.57	45.38
S2	44.38	44.38	45.44
S3	43.04	43.69	45.32
S4	41.70	42.35	44.95

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.58	50.66	46.81
R3	49.55	48.63	46.25
R2	47.52	47.52	46.06
R1	46.60	46.60	45.88	47.06
PP	45.49	45.49	45.49	45.72
S1	44.57	44.57	45.50	45.03
S2	43.46	43.46	45.32
S3	41.43	42.54	45.13
S4	39.40	40.51	44.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.40	44.37	2.03	4.4%	1.27	2.8%	65%	True	False	14,181
10	49.02	44.37	4.65	10.2%	1.29	2.8%	28%	False	False	13,782
20	51.63	44.37	7.26	15.9%	1.37	3.0%	18%	False	False	12,026
40	53.22	44.37	8.85	19.4%	1.31	2.9%	15%	False	False	10,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.10
2.618	49.91
1.618	48.57
1.000	47.74
0.618	47.23
HIGH	46.40
0.618	45.89
0.500	45.73
0.382	45.57
LOW	45.06
0.618	44.23
1.000	43.72
1.618	42.89
2.618	41.55
4.250	39.37

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	45.73	45.65
PP	45.72	45.62
S1	45.70	45.58

Download as Excel Spreadsheet

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

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