NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 47.39 47.72 0.33 0.7% 50.01
High 47.97 47.91 -0.06 -0.1% 50.63
Low 46.64 46.22 -0.42 -0.9% 45.79
Close 47.72 46.28 -1.44 -3.0% 47.72
Range 1.33 1.69 0.36 27.1% 4.84
ATR 1.95 1.93 -0.02 -1.0% 0.00
Volume 284,312 395,602 111,290 39.1% 1,216,750
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.87 50.77 47.21
R3 50.18 49.08 46.74
R2 48.49 48.49 46.59
R1 47.39 47.39 46.43 47.10
PP 46.80 46.80 46.80 46.66
S1 45.70 45.70 46.13 45.41
S2 45.11 45.11 45.97
S3 43.42 44.01 45.82
S4 41.73 42.32 45.35
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 48.90 45.79 3.11 6.7% 1.54 3.3% 16% False False 282,300
10 51.42 45.79 5.63 12.2% 2.01 4.3% 9% False False 256,145
20 51.42 44.31 7.11 15.4% 1.84 4.0% 28% False False 185,387
40 51.42 39.22 12.20 26.4% 2.20 4.7% 58% False False 150,091
60 51.42 39.22 12.20 26.4% 1.96 4.2% 58% False False 129,401
80 61.20 39.22 21.98 47.5% 1.90 4.1% 32% False False 111,999
100 63.12 39.22 23.90 51.6% 1.83 3.9% 30% False False 99,830
120 65.38 39.22 26.16 56.5% 1.79 3.9% 27% False False 91,676
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.09
2.618 52.33
1.618 50.64
1.000 49.60
0.618 48.95
HIGH 47.91
0.618 47.26
0.500 47.07
0.382 46.87
LOW 46.22
0.618 45.18
1.000 44.53
1.618 43.49
2.618 41.80
4.250 39.04
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 47.07 46.88
PP 46.80 46.68
S1 46.54 46.48

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

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