NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 46.28 46.87 0.59 1.3% 49.51
High 47.02 47.50 0.48 1.0% 50.13
Low 45.23 46.16 0.93 2.1% 45.23
Close 46.38 47.26 0.88 1.9% 47.26
Range 1.79 1.34 -0.45 -25.1% 4.90
ATR 2.03 1.98 -0.05 -2.4% 0.00
Volume 370,940 198,127 -172,813 -46.6% 1,791,359
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.99 50.47 48.00
R3 49.65 49.13 47.63
R2 48.31 48.31 47.51
R1 47.79 47.79 47.38 48.05
PP 46.97 46.97 46.97 47.11
S1 46.45 46.45 47.14 46.71
S2 45.63 45.63 47.01
S3 44.29 45.11 46.89
S4 42.95 43.77 46.52
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.24 59.65 49.96
R3 57.34 54.75 48.61
R2 52.44 52.44 48.16
R1 49.85 49.85 47.71 48.70
PP 47.54 47.54 47.54 46.96
S1 44.95 44.95 46.81 43.80
S2 42.64 42.64 46.36
S3 37.74 40.05 45.91
S4 32.84 35.15 44.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.13 45.23 4.90 10.4% 1.85 3.9% 41% False False 358,271
10 50.92 45.21 5.71 12.1% 2.04 4.3% 36% False False 413,344
20 50.92 43.71 7.21 15.3% 1.88 4.0% 49% False False 387,036
40 50.92 38.51 12.41 26.3% 2.22 4.7% 71% False False 273,327
60 50.92 38.51 12.41 26.3% 1.98 4.2% 71% False False 205,047
80 61.32 38.51 22.81 48.3% 1.91 4.0% 38% False False 159,495
100 62.87 38.51 24.36 51.5% 1.83 3.9% 36% False False 131,805
120 65.03 38.51 26.52 56.1% 1.79 3.8% 33% False False 112,057
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.20
2.618 51.01
1.618 49.67
1.000 48.84
0.618 48.33
HIGH 47.50
0.618 46.99
0.500 46.83
0.382 46.67
LOW 46.16
0.618 45.33
1.000 44.82
1.618 43.99
2.618 42.65
4.250 40.47
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 47.12 46.96
PP 46.97 46.66
S1 46.83 46.37

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

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