NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 47.20 46.81 -0.39 -0.8% 46.00
High 47.45 47.53 0.08 0.2% 51.42
Low 46.47 45.79 -0.68 -1.5% 45.67
Close 47.16 46.87 -0.29 -0.6% 50.14
Range 0.98 1.74 0.76 77.6% 5.75
ATR 2.02 2.00 -0.02 -1.0% 0.00
Volume 191,873 276,935 85,062 44.3% 1,073,949
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.95 51.15 47.83
R3 50.21 49.41 47.35
R2 48.47 48.47 47.19
R1 47.67 47.67 47.03 48.07
PP 46.73 46.73 46.73 46.93
S1 45.93 45.93 46.71 46.33
S2 44.99 44.99 46.55
S3 43.25 44.19 46.39
S4 41.51 42.45 45.91
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 45.79 5.63 12.0% 1.90 4.1% 19% False True 240,823
10 51.42 44.45 6.97 14.9% 2.06 4.4% 35% False False 216,351
20 51.42 44.31 7.11 15.2% 1.91 4.1% 36% False False 161,195
40 51.42 39.22 12.20 26.0% 2.19 4.7% 63% False False 139,363
60 51.43 39.22 12.21 26.1% 1.95 4.2% 63% False False 120,489
80 62.80 39.22 23.58 50.3% 1.89 4.0% 32% False False 104,883
100 63.12 39.22 23.90 51.0% 1.83 3.9% 32% False False 94,104
120 65.38 39.22 26.16 55.8% 1.79 3.8% 29% False False 86,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.93
2.618 52.09
1.618 50.35
1.000 49.27
0.618 48.61
HIGH 47.53
0.618 46.87
0.500 46.66
0.382 46.45
LOW 45.79
0.618 44.71
1.000 44.05
1.618 42.97
2.618 41.23
4.250 38.40
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 46.80 47.35
PP 46.73 47.19
S1 46.66 47.03

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

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