NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 46.81 47.39 0.58 1.2% 50.01
High 47.53 47.97 0.44 0.9% 50.63
Low 45.79 46.64 0.85 1.9% 45.79
Close 46.87 47.72 0.85 1.8% 47.72
Range 1.74 1.33 -0.41 -23.6% 4.84
ATR 2.00 1.95 -0.05 -2.4% 0.00
Volume 276,935 284,312 7,377 2.7% 1,216,750
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.43 50.91 48.45
R3 50.10 49.58 48.09
R2 48.77 48.77 47.96
R1 48.25 48.25 47.84 48.51
PP 47.44 47.44 47.44 47.58
S1 46.92 46.92 47.60 47.18
S2 46.11 46.11 47.48
S3 44.78 45.59 47.35
S4 43.45 44.26 46.99
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.57 59.98 50.38
R3 57.73 55.14 49.05
R2 52.89 52.89 48.61
R1 50.30 50.30 48.16 49.18
PP 48.05 48.05 48.05 47.48
S1 45.46 45.46 47.28 44.34
S2 43.21 43.21 46.83
S3 38.37 40.62 46.39
S4 33.53 35.78 45.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.63 45.79 4.84 10.1% 1.82 3.8% 40% False False 243,350
10 51.42 45.67 5.75 12.0% 2.01 4.2% 36% False False 229,069
20 51.42 44.31 7.11 14.9% 1.85 3.9% 48% False False 170,318
40 51.42 39.22 12.20 25.6% 2.19 4.6% 70% False False 143,601
60 51.42 39.22 12.20 25.6% 1.95 4.1% 70% False False 124,067
80 61.70 39.22 22.48 47.1% 1.89 4.0% 38% False False 107,695
100 63.12 39.22 23.90 50.1% 1.82 3.8% 36% False False 96,512
120 65.38 39.22 26.16 54.8% 1.79 3.8% 32% False False 88,719
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.62
2.618 51.45
1.618 50.12
1.000 49.30
0.618 48.79
HIGH 47.97
0.618 47.46
0.500 47.31
0.382 47.15
LOW 46.64
0.618 45.82
1.000 45.31
1.618 44.49
2.618 43.16
4.250 40.99
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 47.58 47.44
PP 47.44 47.16
S1 47.31 46.88

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

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