NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 44.92 45.38 0.46 1.0% 45.31
High 45.85 47.10 1.25 2.7% 47.15
Low 44.68 44.63 -0.05 -0.1% 43.71
Close 45.09 44.74 -0.35 -0.8% 45.70
Range 1.17 2.47 1.30 111.1% 3.44
ATR 1.97 2.00 0.04 1.8% 0.00
Volume 355,853 478,979 123,126 34.6% 1,812,620
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.90 51.29 46.10
R3 50.43 48.82 45.42
R2 47.96 47.96 45.19
R1 46.35 46.35 44.97 45.92
PP 45.49 45.49 45.49 45.28
S1 43.88 43.88 44.51 43.45
S2 43.02 43.02 44.29
S3 40.55 41.41 44.06
S4 38.08 38.94 43.38
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.84 54.21 47.59
R3 52.40 50.77 46.65
R2 48.96 48.96 46.33
R1 47.33 47.33 46.02 48.15
PP 45.52 45.52 45.52 45.93
S1 43.89 43.89 45.38 44.71
S2 42.08 42.08 45.07
S3 38.64 40.45 44.75
S4 35.20 37.01 43.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.10 44.30 2.80 6.3% 1.55 3.5% 16% True False 342,507
10 47.34 43.71 3.63 8.1% 1.81 4.0% 28% False False 347,002
20 48.96 43.71 5.25 11.7% 1.89 4.2% 20% False False 262,135
40 50.04 38.51 11.53 25.8% 2.08 4.6% 54% False False 186,471
60 55.06 38.51 16.55 37.0% 1.91 4.3% 38% False False 133,793
80 62.87 38.51 24.36 54.4% 1.82 4.1% 26% False False 105,274
100 64.04 38.51 25.53 57.1% 1.79 4.0% 24% False False 87,629
120 65.03 38.51 26.52 59.3% 1.74 3.9% 23% False False 75,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.60
2.618 53.57
1.618 51.10
1.000 49.57
0.618 48.63
HIGH 47.10
0.618 46.16
0.500 45.87
0.382 45.57
LOW 44.63
0.618 43.10
1.000 42.16
1.618 40.63
2.618 38.16
4.250 34.13
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 45.87 45.70
PP 45.49 45.38
S1 45.12 45.06

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

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