NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 48.75 50.28 1.53 3.1% 46.00
High 50.61 51.42 0.81 1.6% 51.42
Low 48.32 49.69 1.37 2.8% 45.67
Close 50.00 50.14 0.14 0.3% 50.14
Range 2.29 1.73 -0.56 -24.5% 5.75
ATR 2.05 2.03 -0.02 -1.1% 0.00
Volume 251,310 271,679 20,369 8.1% 1,073,949
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.61 54.60 51.09
R3 53.88 52.87 50.62
R2 52.15 52.15 50.46
R1 51.14 51.14 50.30 50.78
PP 50.42 50.42 50.42 50.24
S1 49.41 49.41 49.98 49.05
S2 48.69 48.69 49.82
S3 46.96 47.68 49.66
S4 45.23 45.95 49.19
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.33 63.98 53.30
R3 60.58 58.23 51.72
R2 54.83 54.83 51.19
R1 52.48 52.48 50.67 53.66
PP 49.08 49.08 49.08 49.66
S1 46.73 46.73 49.61 47.91
S2 43.33 43.33 49.09
S3 37.58 40.98 48.56
S4 31.83 35.23 46.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.42 45.67 5.75 11.5% 2.20 4.4% 78% True False 214,789
10 51.42 44.45 6.97 13.9% 1.90 3.8% 82% True False 170,917
20 51.42 44.31 7.11 14.2% 1.84 3.7% 82% True False 136,709
40 51.42 39.22 12.20 24.3% 2.13 4.3% 90% True False 125,663
60 53.06 39.22 13.84 27.6% 1.90 3.8% 79% False False 108,180
80 62.80 39.22 23.58 47.0% 1.87 3.7% 46% False False 95,594
100 63.12 39.22 23.90 47.7% 1.81 3.6% 46% False False 86,576
120 65.38 39.22 26.16 52.2% 1.78 3.5% 42% False False 80,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.44
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 58.77
2.618 55.95
1.618 54.22
1.000 53.15
0.618 52.49
HIGH 51.42
0.618 50.76
0.500 50.56
0.382 50.35
LOW 49.69
0.618 48.62
1.000 47.96
1.618 46.89
2.618 45.16
4.250 42.34
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 50.56 50.05
PP 50.42 49.95
S1 50.28 49.86

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

View Archives - Comment on this page... - Back to Index of Symbols