NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 49.69 49.51 -0.18 -0.4% 45.65
High 50.92 50.13 -0.79 -1.6% 50.92
Low 49.17 47.04 -2.13 -4.3% 45.21
Close 49.63 47.10 -2.53 -5.1% 49.63
Range 1.75 3.09 1.34 76.6% 5.71
ATR 2.06 2.13 0.07 3.6% 0.00
Volume 508,680 408,663 -100,017 -19.7% 2,342,090
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.36 55.32 48.80
R3 54.27 52.23 47.95
R2 51.18 51.18 47.67
R1 49.14 49.14 47.38 48.62
PP 48.09 48.09 48.09 47.83
S1 46.05 46.05 46.82 45.53
S2 45.00 45.00 46.53
S3 41.91 42.96 46.25
S4 38.82 39.87 45.40
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 45.73 5.19 11.0% 2.50 5.3% 26% False False 485,538
10 50.92 43.97 6.95 14.8% 2.11 4.5% 45% False False 427,150
20 50.92 43.71 7.21 15.3% 1.97 4.2% 47% False False 364,164
40 50.92 38.51 12.41 26.3% 2.21 4.7% 69% False False 247,959
60 52.45 38.51 13.94 29.6% 1.97 4.2% 62% False False 183,601
80 62.41 38.51 23.90 50.7% 1.91 4.1% 36% False False 143,263
100 62.87 38.51 24.36 51.7% 1.84 3.9% 35% False False 118,560
120 65.03 38.51 26.52 56.3% 1.78 3.8% 32% False False 100,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.26
2.618 58.22
1.618 55.13
1.000 53.22
0.618 52.04
HIGH 50.13
0.618 48.95
0.500 48.59
0.382 48.22
LOW 47.04
0.618 45.13
1.000 43.95
1.618 42.04
2.618 38.95
4.250 33.91
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 48.59 48.98
PP 48.09 48.35
S1 47.60 47.73

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

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