NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 49.51 47.46 -2.05 -4.1% 45.65
High 50.13 48.43 -1.70 -3.4% 50.92
Low 47.04 46.44 -0.60 -1.3% 45.21
Close 47.10 46.66 -0.44 -0.9% 49.63
Range 3.09 1.99 -1.10 -35.6% 5.71
ATR 2.13 2.12 -0.01 -0.5% 0.00
Volume 408,663 465,388 56,725 13.9% 2,342,090
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.15 51.89 47.75
R3 51.16 49.90 47.21
R2 49.17 49.17 47.02
R1 47.91 47.91 46.84 47.55
PP 47.18 47.18 47.18 46.99
S1 45.92 45.92 46.48 45.56
S2 45.19 45.19 46.30
S3 43.20 43.93 46.11
S4 41.21 41.94 45.57
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 46.44 4.48 9.6% 2.23 4.8% 5% False True 487,995
10 50.92 43.97 6.95 14.9% 2.17 4.7% 39% False False 447,171
20 50.92 43.71 7.21 15.5% 2.00 4.3% 41% False False 378,916
40 50.92 38.51 12.41 26.6% 2.24 4.8% 66% False False 257,194
60 52.41 38.51 13.90 29.8% 1.98 4.2% 59% False False 191,034
80 62.41 38.51 23.90 51.2% 1.92 4.1% 34% False False 148,878
100 62.87 38.51 24.36 52.2% 1.84 4.0% 33% False False 123,037
120 65.03 38.51 26.52 56.8% 1.78 3.8% 31% False False 104,750
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.89
2.618 53.64
1.618 51.65
1.000 50.42
0.618 49.66
HIGH 48.43
0.618 47.67
0.500 47.44
0.382 47.20
LOW 46.44
0.618 45.21
1.000 44.45
1.618 43.22
2.618 41.23
4.250 37.98
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 47.44 48.68
PP 47.18 48.01
S1 46.92 47.33

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

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