NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 47.28 49.80 2.52 5.3% 50.89
High 49.92 50.31 0.39 0.8% 51.01
Low 47.11 49.04 1.93 4.1% 48.38
Close 49.78 49.76 -0.02 0.0% 48.56
Range 2.81 1.27 -1.54 -54.8% 2.63
ATR 1.55 1.53 -0.02 -1.3% 0.00
Volume 41,402 28,554 -12,848 -31.0% 118,688
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.51 52.91 50.46
R3 52.24 51.64 50.11
R2 50.97 50.97 49.99
R1 50.37 50.37 49.88 50.04
PP 49.70 49.70 49.70 49.54
S1 49.10 49.10 49.64 48.77
S2 48.43 48.43 49.53
S3 47.16 47.83 49.41
S4 45.89 46.56 49.06
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 50.31 46.81 3.50 7.0% 1.54 3.1% 84% True False 27,329
10 51.17 46.81 4.36 8.8% 1.30 2.6% 68% False False 25,395
20 53.77 46.81 6.96 14.0% 1.54 3.1% 42% False False 29,560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.71
2.618 53.63
1.618 52.36
1.000 51.58
0.618 51.09
HIGH 50.31
0.618 49.82
0.500 49.68
0.382 49.53
LOW 49.04
0.618 48.26
1.000 47.77
1.618 46.99
2.618 45.72
4.250 43.64
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 49.73 49.36
PP 49.70 48.96
S1 49.68 48.56

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

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