NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 46.20 49.00 2.80 6.1% 45.38
High 49.08 49.71 0.63 1.3% 47.10
Low 45.73 47.70 1.97 4.3% 43.97
Close 48.53 47.81 -0.72 -1.5% 45.54
Range 3.35 2.01 -1.34 -40.0% 3.13
ATR 2.07 2.07 0.00 -0.2% 0.00
Volume 453,101 547,488 94,387 20.8% 1,794,654
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.44 53.13 48.92
R3 52.43 51.12 48.36
R2 50.42 50.42 48.18
R1 49.11 49.11 47.99 48.76
PP 48.41 48.41 48.41 48.23
S1 47.10 47.10 47.63 46.75
S2 46.40 46.40 47.44
S3 44.39 45.09 47.26
S4 42.38 43.08 46.70
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 49.71 43.97 5.74 12.0% 2.28 4.8% 67% True False 444,673
10 49.71 43.71 6.00 12.5% 1.82 3.8% 68% True False 382,890
20 49.71 43.71 6.00 12.5% 1.90 4.0% 68% True False 320,628
40 50.04 38.51 11.53 24.1% 2.14 4.5% 81% False False 222,683
60 54.78 38.51 16.27 34.0% 1.92 4.0% 57% False False 161,112
80 62.68 38.51 24.17 50.6% 1.88 3.9% 38% False False 126,172
100 63.00 38.51 24.49 51.2% 1.82 3.8% 38% False False 104,615
120 65.03 38.51 26.52 55.5% 1.76 3.7% 35% False False 89,275
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.25
2.618 54.97
1.618 52.96
1.000 51.72
0.618 50.95
HIGH 49.71
0.618 48.94
0.500 48.71
0.382 48.47
LOW 47.70
0.618 46.46
1.000 45.69
1.618 44.45
2.618 42.44
4.250 39.16
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 48.71 47.69
PP 48.41 47.58
S1 48.11 47.46

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

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