NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 46.87 47.27 0.40 0.9% 49.51
High 47.50 47.49 -0.01 0.0% 50.13
Low 46.16 45.85 -0.31 -0.7% 45.23
Close 47.26 45.89 -1.37 -2.9% 47.26
Range 1.34 1.64 0.30 22.4% 4.90
ATR 1.98 1.95 -0.02 -1.2% 0.00
Volume 198,127 125,840 -72,287 -36.5% 1,791,359
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.33 50.25 46.79
R3 49.69 48.61 46.34
R2 48.05 48.05 46.19
R1 46.97 46.97 46.04 46.69
PP 46.41 46.41 46.41 46.27
S1 45.33 45.33 45.74 45.05
S2 44.77 44.77 45.59
S3 43.13 43.69 45.44
S4 41.49 42.05 44.99
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 48.43 45.23 3.20 7.0% 1.56 3.4% 21% False False 301,707
10 50.92 45.23 5.69 12.4% 2.03 4.4% 12% False False 393,622
20 50.92 43.71 7.21 15.7% 1.86 4.1% 30% False False 376,118
40 50.92 38.51 12.41 27.0% 2.23 4.9% 59% False False 273,759
60 50.92 38.51 12.41 27.0% 1.99 4.3% 59% False False 206,613
80 60.85 38.51 22.34 48.7% 1.92 4.2% 33% False False 160,885
100 62.87 38.51 24.36 53.1% 1.84 4.0% 30% False False 132,849
120 65.03 38.51 26.52 57.8% 1.79 3.9% 28% False False 113,032
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.46
2.618 51.78
1.618 50.14
1.000 49.13
0.618 48.50
HIGH 47.49
0.618 46.86
0.500 46.67
0.382 46.48
LOW 45.85
0.618 44.84
1.000 44.21
1.618 43.20
2.618 41.56
4.250 38.88
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 46.67 46.37
PP 46.41 46.21
S1 46.15 46.05

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

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