NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 49.10 49.27 0.17 0.3% 50.89
High 49.67 49.71 0.04 0.1% 51.01
Low 48.80 48.38 -0.42 -0.9% 48.38
Close 49.17 48.56 -0.61 -1.2% 48.56
Range 0.87 1.33 0.46 52.9% 2.63
ATR 1.50 1.49 -0.01 -0.8% 0.00
Volume 18,882 20,975 2,093 11.1% 118,688
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.87 52.05 49.29
R3 51.54 50.72 48.93
R2 50.21 50.21 48.80
R1 49.39 49.39 48.68 49.14
PP 48.88 48.88 48.88 48.76
S1 48.06 48.06 48.44 47.81
S2 47.55 47.55 48.32
S3 46.22 46.73 48.19
S4 44.89 45.40 47.83
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.21 55.51 50.01
R3 54.58 52.88 49.28
R2 51.95 51.95 49.04
R1 50.25 50.25 48.80 49.79
PP 49.32 49.32 49.32 49.08
S1 47.62 47.62 48.32 47.16
S2 46.69 46.69 48.08
S3 44.06 44.99 47.84
S4 41.43 42.36 47.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.01 48.38 2.63 5.4% 1.10 2.3% 7% False True 23,737
10 53.20 48.38 4.82 9.9% 1.34 2.8% 4% False True 24,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.36
2.618 53.19
1.618 51.86
1.000 51.04
0.618 50.53
HIGH 49.71
0.618 49.20
0.500 49.05
0.382 48.89
LOW 48.38
0.618 47.56
1.000 47.05
1.618 46.23
2.618 44.90
4.250 42.73
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 49.05 49.05
PP 48.88 48.88
S1 48.72 48.72

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

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