NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 45.88 45.27 -0.61 -1.3% 50.01
High 46.08 46.10 0.02 0.0% 50.63
Low 44.86 44.90 0.04 0.1% 45.79
Close 45.20 45.38 0.18 0.4% 47.72
Range 1.22 1.20 -0.02 -1.6% 4.84
ATR 1.85 1.80 -0.05 -2.5% 0.00
Volume 384,288 322,742 -61,546 -16.0% 1,216,750
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.06 48.42 46.04
R3 47.86 47.22 45.71
R2 46.66 46.66 45.60
R1 46.02 46.02 45.49 46.34
PP 45.46 45.46 45.46 45.62
S1 44.82 44.82 45.27 45.14
S2 44.26 44.26 45.16
S3 43.06 43.62 45.05
S4 41.86 42.42 44.72
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% 1.33 2.9% 17% False False 349,651
10 51.42 44.86 6.56 14.5% 1.62 3.6% 8% False False 295,237
20 51.42 44.45 6.97 15.4% 1.75 3.8% 13% False False 224,755
40 51.42 40.57 10.85 23.9% 2.15 4.7% 44% False False 167,979
60 51.42 39.22 12.20 26.9% 1.94 4.3% 50% False False 144,098
80 60.26 39.22 21.04 46.4% 1.89 4.2% 29% False False 124,191
100 63.12 39.22 23.90 52.7% 1.81 4.0% 26% False False 108,697
120 65.38 39.22 26.16 57.6% 1.79 3.9% 24% False False 98,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.20
2.618 49.24
1.618 48.04
1.000 47.30
0.618 46.84
HIGH 46.10
0.618 45.64
0.500 45.50
0.382 45.36
LOW 44.90
0.618 44.16
1.000 43.70
1.618 42.96
2.618 41.76
4.250 39.80
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 45.50 45.90
PP 45.46 45.72
S1 45.42 45.55

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

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