NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 46.57 45.88 -0.69 -1.5% 50.01
High 46.93 46.08 -0.85 -1.8% 50.63
Low 45.72 44.86 -0.86 -1.9% 45.79
Close 46.29 45.20 -1.09 -2.4% 47.72
Range 1.21 1.22 0.01 0.8% 4.84
ATR 1.88 1.85 -0.03 -1.7% 0.00
Volume 361,314 384,288 22,974 6.4% 1,216,750
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.04 48.34 45.87
R3 47.82 47.12 45.54
R2 46.60 46.60 45.42
R1 45.90 45.90 45.31 45.64
PP 45.38 45.38 45.38 45.25
S1 44.68 44.68 45.09 44.42
S2 44.16 44.16 44.98
S3 42.94 43.46 44.86
S4 41.72 42.24 44.53
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 44.86 3.11 6.9% 1.44 3.2% 11% False True 340,490
10 51.42 44.86 6.56 14.5% 1.73 3.8% 5% False True 288,094
20 51.42 44.31 7.11 15.7% 1.76 3.9% 13% False False 214,311
40 51.42 40.10 11.32 25.0% 2.15 4.8% 45% False False 162,608
60 51.42 39.22 12.20 27.0% 1.95 4.3% 49% False False 139,924
80 61.00 39.22 21.78 48.2% 1.90 4.2% 27% False False 120,543
100 63.12 39.22 23.90 52.9% 1.81 4.0% 25% False False 105,994
120 65.38 39.22 26.16 57.9% 1.79 4.0% 23% False False 96,632
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.27
2.618 49.27
1.618 48.05
1.000 47.30
0.618 46.83
HIGH 46.08
0.618 45.61
0.500 45.47
0.382 45.33
LOW 44.86
0.618 44.11
1.000 43.64
1.618 42.89
2.618 41.67
4.250 39.68
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 45.47 46.39
PP 45.38 45.99
S1 45.29 45.60

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

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