NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 49.50 48.75 -0.75 -1.5% 45.94
High 50.22 50.61 0.39 0.8% 47.54
Low 48.29 48.32 0.03 0.1% 44.45
Close 48.40 50.00 1.60 3.3% 46.00
Range 1.93 2.29 0.36 18.7% 3.09
ATR 2.04 2.05 0.02 0.9% 0.00
Volume 251,003 251,310 307 0.1% 635,224
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.51 55.55 51.26
R3 54.22 53.26 50.63
R2 51.93 51.93 50.42
R1 50.97 50.97 50.21 51.45
PP 49.64 49.64 49.64 49.89
S1 48.68 48.68 49.79 49.16
S2 47.35 47.35 49.58
S3 45.06 46.39 49.37
S4 42.77 44.10 48.74
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.27 53.72 47.70
R3 52.18 50.63 46.85
R2 49.09 49.09 46.57
R1 47.54 47.54 46.28 48.32
PP 46.00 46.00 46.00 46.38
S1 44.45 44.45 45.72 45.23
S2 42.91 42.91 45.43
S3 39.82 41.36 45.15
S4 36.73 38.27 44.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.61 44.45 6.16 12.3% 2.22 4.4% 90% True False 191,880
10 50.61 44.45 6.16 12.3% 1.87 3.7% 90% True False 154,274
20 50.61 44.31 6.30 12.6% 1.85 3.7% 90% True False 128,089
40 50.89 39.22 11.67 23.3% 2.13 4.3% 92% False False 122,313
60 53.94 39.22 14.72 29.4% 1.90 3.8% 73% False False 104,695
80 62.98 39.22 23.76 47.5% 1.88 3.8% 45% False False 92,750
100 63.12 39.22 23.90 47.8% 1.82 3.6% 45% False False 84,148
120 65.38 39.22 26.16 52.3% 1.77 3.5% 41% False False 78,921
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.34
2.618 56.61
1.618 54.32
1.000 52.90
0.618 52.03
HIGH 50.61
0.618 49.74
0.500 49.47
0.382 49.19
LOW 48.32
0.618 46.90
1.000 46.03
1.618 44.61
2.618 42.32
4.250 38.59
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 49.82 49.48
PP 49.64 48.96
S1 49.47 48.44

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

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