NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 47.97 47.28 -0.69 -1.4% 50.89
High 47.99 49.92 1.93 4.0% 51.01
Low 46.81 47.11 0.30 0.6% 48.38
Close 47.23 49.78 2.55 5.4% 48.56
Range 1.18 2.81 1.63 138.1% 2.63
ATR 1.45 1.55 0.10 6.7% 0.00
Volume 27,429 41,402 13,973 50.9% 118,688
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.37 56.38 51.33
R3 54.56 53.57 50.55
R2 51.75 51.75 50.30
R1 50.76 50.76 50.04 51.26
PP 48.94 48.94 48.94 49.18
S1 47.95 47.95 49.52 48.45
S2 46.13 46.13 49.26
S3 43.32 45.14 49.01
S4 40.51 42.33 48.23
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 49.92 46.81 3.11 6.2% 1.46 2.9% 95% True False 25,395
10 51.17 46.81 4.36 8.8% 1.32 2.6% 68% False False 25,140
20 53.77 46.81 6.96 14.0% 1.58 3.2% 43% False False 29,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 61.86
2.618 57.28
1.618 54.47
1.000 52.73
0.618 51.66
HIGH 49.92
0.618 48.85
0.500 48.52
0.382 48.18
LOW 47.11
0.618 45.37
1.000 44.30
1.618 42.56
2.618 39.75
4.250 35.17
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 49.36 49.31
PP 48.94 48.84
S1 48.52 48.37

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

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