NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 47.72 46.57 -1.15 -2.4% 50.01
High 47.91 46.93 -0.98 -2.0% 50.63
Low 46.22 45.72 -0.50 -1.1% 45.79
Close 46.28 46.29 0.01 0.0% 47.72
Range 1.69 1.21 -0.48 -28.4% 4.84
ATR 1.93 1.88 -0.05 -2.7% 0.00
Volume 395,602 361,314 -34,288 -8.7% 1,216,750
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.94 49.33 46.96
R3 48.73 48.12 46.62
R2 47.52 47.52 46.51
R1 46.91 46.91 46.40 46.61
PP 46.31 46.31 46.31 46.17
S1 45.70 45.70 46.18 45.40
S2 45.10 45.10 46.07
S3 43.89 44.49 45.96
S4 42.68 43.28 45.62
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 47.97 45.72 2.25 4.9% 1.39 3.0% 25% False True 302,007
10 51.42 45.72 5.70 12.3% 1.80 3.9% 10% False True 274,765
20 51.42 44.31 7.11 15.4% 1.83 4.0% 28% False False 200,023
40 51.42 39.59 11.83 25.6% 2.16 4.7% 57% False False 156,150
60 51.42 39.22 12.20 26.4% 1.96 4.2% 58% False False 134,581
80 61.00 39.22 21.78 47.1% 1.90 4.1% 32% False False 116,135
100 63.12 39.22 23.90 51.6% 1.81 3.9% 30% False False 102,855
120 65.38 39.22 26.16 56.5% 1.79 3.9% 27% False False 93,991
Crabel Price Patterns
NR True
NR4 True
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 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.07
2.618 50.10
1.618 48.89
1.000 48.14
0.618 47.68
HIGH 46.93
0.618 46.47
0.500 46.33
0.382 46.18
LOW 45.72
0.618 44.97
1.000 44.51
1.618 43.76
2.618 42.55
4.250 40.58
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 46.33 46.85
PP 46.31 46.66
S1 46.30 46.48

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

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