NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 45.38 45.07 -0.31 -0.7% 45.38
High 47.10 45.81 -1.29 -2.7% 47.10
Low 44.63 43.97 -0.66 -1.5% 43.97
Close 44.74 45.54 0.80 1.8% 45.54
Range 2.47 1.84 -0.63 -25.5% 3.13
ATR 2.00 1.99 -0.01 -0.6% 0.00
Volume 478,979 420,740 -58,239 -12.2% 1,794,654
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.63 49.92 46.55
R3 48.79 48.08 46.05
R2 46.95 46.95 45.88
R1 46.24 46.24 45.71 46.60
PP 45.11 45.11 45.11 45.28
S1 44.40 44.40 45.37 44.76
S2 43.27 43.27 45.20
S3 41.43 42.56 45.03
S4 39.59 40.72 44.53
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.93 53.36 47.26
R3 51.80 50.23 46.40
R2 48.67 48.67 46.11
R1 47.10 47.10 45.83 47.89
PP 45.54 45.54 45.54 45.93
S1 43.97 43.97 45.25 44.76
S2 42.41 42.41 44.97
S3 39.28 40.84 44.68
S4 36.15 37.71 43.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.10 43.97 3.13 6.9% 1.62 3.5% 50% False True 358,930
10 47.15 43.71 3.44 7.6% 1.72 3.8% 53% False False 360,727
20 48.07 43.71 4.36 9.6% 1.85 4.1% 42% False False 276,579
40 50.04 38.51 11.53 25.3% 2.10 4.6% 61% False False 195,727
60 55.06 38.51 16.55 36.3% 1.90 4.2% 42% False False 140,316
80 62.68 38.51 24.17 53.1% 1.82 4.0% 29% False False 110,293
100 64.04 38.51 25.53 56.1% 1.79 3.9% 28% False False 91,723
120 65.03 38.51 26.52 58.2% 1.75 3.8% 27% False False 78,592
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 True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.63
2.618 50.63
1.618 48.79
1.000 47.65
0.618 46.95
HIGH 45.81
0.618 45.11
0.500 44.89
0.382 44.67
LOW 43.97
0.618 42.83
1.000 42.13
1.618 40.99
2.618 39.15
4.250 36.15
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 45.32 45.54
PP 45.11 45.54
S1 44.89 45.54

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

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