NYMEX Light Sweet Crude Oil Future December 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 50.01 47.97 -2.04 -4.1% 46.00
High 50.63 48.90 -1.73 -3.4% 51.42
Low 47.54 46.93 -0.61 -1.3% 45.67
Close 47.61 47.15 -0.46 -1.0% 50.14
Range 3.09 1.97 -1.12 -36.2% 5.75
ATR 2.11 2.10 -0.01 -0.5% 0.00
Volume 200,850 262,780 61,930 30.8% 1,073,949
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.57 52.33 48.23
R3 51.60 50.36 47.69
R2 49.63 49.63 47.51
R1 48.39 48.39 47.33 48.03
PP 47.66 47.66 47.66 47.48
S1 46.42 46.42 46.97 46.06
S2 45.69 45.69 46.79
S3 43.72 44.45 46.61
S4 41.75 42.48 46.07
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 46.93 4.49 9.5% 2.20 4.7% 5% False True 247,524
10 51.42 44.45 6.97 14.8% 2.15 4.6% 39% False False 196,884
20 51.42 44.31 7.11 15.1% 1.97 4.2% 40% False False 151,699
40 51.42 39.22 12.20 25.9% 2.21 4.7% 65% False False 131,784
60 53.06 39.22 13.84 29.4% 1.95 4.1% 57% False False 114,377
80 62.80 39.22 23.58 50.0% 1.90 4.0% 34% False False 99,968
100 63.12 39.22 23.90 50.7% 1.84 3.9% 33% False False 90,369
120 65.38 39.22 26.16 55.5% 1.79 3.8% 30% False False 83,964
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 57.27
2.618 54.06
1.618 52.09
1.000 50.87
0.618 50.12
HIGH 48.90
0.618 48.15
0.500 47.92
0.382 47.68
LOW 46.93
0.618 45.71
1.000 44.96
1.618 43.74
2.618 41.77
4.250 38.56
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 47.92 49.18
PP 47.66 48.50
S1 47.41 47.83

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

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