NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 50.89 49.77 -1.12 -2.2% 52.84
High 51.01 50.15 -0.86 -1.7% 53.20
Low 49.55 49.37 -0.18 -0.4% 49.24
Close 49.62 49.79 0.17 0.3% 51.00
Range 1.46 0.78 -0.68 -46.6% 3.96
ATR 1.64 1.58 -0.06 -3.7% 0.00
Volume 27,881 25,278 -2,603 -9.3% 125,910
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.11 51.73 50.22
R3 51.33 50.95 50.00
R2 50.55 50.55 49.93
R1 50.17 50.17 49.86 50.36
PP 49.77 49.77 49.77 49.87
S1 49.39 49.39 49.72 49.58
S2 48.99 48.99 49.65
S3 48.21 48.61 49.58
S4 47.43 47.83 49.36
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 63.03 60.97 53.18
R3 59.07 57.01 52.09
R2 55.11 55.11 51.73
R1 53.05 53.05 51.36 52.10
PP 51.15 51.15 51.15 50.67
S1 49.09 49.09 50.64 48.14
S2 47.19 47.19 50.27
S3 43.23 45.13 49.91
S4 39.27 41.17 48.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.17 49.24 1.93 3.9% 1.14 2.3% 28% False False 23,254
10 53.77 49.24 4.53 9.1% 1.51 3.0% 12% False False 31,236
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 False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 53.47
2.618 52.19
1.618 51.41
1.000 50.93
0.618 50.63
HIGH 50.15
0.618 49.85
0.500 49.76
0.382 49.67
LOW 49.37
0.618 48.89
1.000 48.59
1.618 48.11
2.618 47.33
4.250 46.06
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 49.78 50.27
PP 49.77 50.11
S1 49.76 49.95

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

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