NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 48.11 49.69 1.58 3.3% 45.65
High 50.07 50.92 0.85 1.7% 50.92
Low 47.76 49.17 1.41 3.0% 45.21
Close 49.43 49.63 0.20 0.4% 49.63
Range 2.31 1.75 -0.56 -24.2% 5.71
ATR 2.08 2.06 -0.02 -1.1% 0.00
Volume 509,760 508,680 -1,080 -0.2% 2,342,090
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.16 54.14 50.59
R3 53.41 52.39 50.11
R2 51.66 51.66 49.95
R1 50.64 50.64 49.79 50.28
PP 49.91 49.91 49.91 49.72
S1 48.89 48.89 49.47 48.53
S2 48.16 48.16 49.31
S3 46.41 47.14 49.15
S4 44.66 45.39 48.67
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 65.72 63.38 52.77
R3 60.01 57.67 51.20
R2 54.30 54.30 50.68
R1 51.96 51.96 50.15 53.13
PP 48.59 48.59 48.59 49.17
S1 46.25 46.25 49.11 47.42
S2 42.88 42.88 48.58
S3 37.17 40.54 48.06
S4 31.46 34.83 46.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.92 45.21 5.71 11.5% 2.23 4.5% 77% True False 468,418
10 50.92 43.97 6.95 14.0% 1.92 3.9% 81% True False 413,674
20 50.92 43.71 7.21 14.5% 1.88 3.8% 82% True False 352,294
40 50.92 38.51 12.41 25.0% 2.17 4.4% 90% True False 241,332
60 52.45 38.51 13.94 28.1% 1.93 3.9% 80% False False 177,122
80 62.41 38.51 23.90 48.2% 1.89 3.8% 47% False False 138,557
100 62.87 38.51 24.36 49.1% 1.82 3.7% 46% False False 114,610
120 65.03 38.51 26.52 53.4% 1.77 3.6% 42% False False 97,608
Crabel Price Patterns
NR True
NR4 True
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.36
2.618 55.50
1.618 53.75
1.000 52.67
0.618 52.00
HIGH 50.92
0.618 50.25
0.500 50.05
0.382 49.84
LOW 49.17
0.618 48.09
1.000 47.42
1.618 46.34
2.618 44.59
4.250 41.73
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 50.05 49.52
PP 49.91 49.42
S1 49.77 49.31

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

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