NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 49.00 48.11 -0.89 -1.8% 45.38
High 49.71 50.07 0.36 0.7% 47.10
Low 47.70 47.76 0.06 0.1% 43.97
Close 47.81 49.43 1.62 3.4% 45.54
Range 2.01 2.31 0.30 14.9% 3.13
ATR 2.07 2.08 0.02 0.8% 0.00
Volume 547,488 509,760 -37,728 -6.9% 1,794,654
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.02 55.03 50.70
R3 53.71 52.72 50.07
R2 51.40 51.40 49.85
R1 50.41 50.41 49.64 50.91
PP 49.09 49.09 49.09 49.33
S1 48.10 48.10 49.22 48.60
S2 46.78 46.78 49.01
S3 44.47 45.79 48.79
S4 42.16 43.48 48.16
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 50.07 43.97 6.10 12.3% 2.25 4.5% 90% True False 450,830
10 50.07 43.97 6.10 12.3% 1.90 3.8% 90% True False 396,668
20 50.07 43.71 6.36 12.9% 1.88 3.8% 90% True False 335,279
40 50.07 38.51 11.56 23.4% 2.17 4.4% 94% True False 232,238
60 53.42 38.51 14.91 30.2% 1.92 3.9% 73% False False 169,079
80 62.68 38.51 24.17 48.9% 1.89 3.8% 45% False False 132,383
100 62.87 38.51 24.36 49.3% 1.82 3.7% 45% False False 109,606
120 65.03 38.51 26.52 53.7% 1.76 3.6% 41% False False 93,455
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.89
2.618 56.12
1.618 53.81
1.000 52.38
0.618 51.50
HIGH 50.07
0.618 49.19
0.500 48.92
0.382 48.64
LOW 47.76
0.618 46.33
1.000 45.45
1.618 44.02
2.618 41.71
4.250 37.94
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 49.26 48.92
PP 49.09 48.41
S1 48.92 47.90

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

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