NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 49.80 49.60 -0.20 -0.4% 48.57
High 50.31 50.69 0.38 0.8% 50.69
Low 49.04 49.23 0.19 0.4% 46.81
Close 49.76 50.37 0.61 1.2% 50.37
Range 1.27 1.46 0.19 15.0% 3.88
ATR 1.53 1.52 0.00 -0.3% 0.00
Volume 28,554 25,530 -3,024 -10.6% 141,203
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.48 53.88 51.17
R3 53.02 52.42 50.77
R2 51.56 51.56 50.64
R1 50.96 50.96 50.50 51.26
PP 50.10 50.10 50.10 50.25
S1 49.50 49.50 50.24 49.80
S2 48.64 48.64 50.10
S3 47.18 48.04 49.97
S4 45.72 46.58 49.57
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.93 59.53 52.50
R3 57.05 55.65 51.44
R2 53.17 53.17 51.08
R1 51.77 51.77 50.73 52.47
PP 49.29 49.29 49.29 49.64
S1 47.89 47.89 50.01 48.59
S2 45.41 45.41 49.66
S3 41.53 44.01 49.30
S4 37.65 40.13 48.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.69 46.81 3.88 7.7% 1.57 3.1% 92% True False 28,240
10 51.01 46.81 4.20 8.3% 1.33 2.6% 85% False False 25,989
20 53.77 46.81 6.96 13.8% 1.53 3.0% 51% False False 29,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.90
2.618 54.51
1.618 53.05
1.000 52.15
0.618 51.59
HIGH 50.69
0.618 50.13
0.500 49.96
0.382 49.79
LOW 49.23
0.618 48.33
1.000 47.77
1.618 46.87
2.618 45.41
4.250 43.03
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 50.23 49.88
PP 50.10 49.39
S1 49.96 48.90

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

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