NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 45.44 44.74 -0.70 -1.5% 47.72
High 45.75 44.94 -0.81 -1.8% 47.91
Low 44.20 43.64 -0.56 -1.3% 44.20
Close 44.60 43.98 -0.62 -1.4% 44.60
Range 1.55 1.30 -0.25 -16.1% 3.71
ATR 1.78 1.75 -0.03 -1.9% 0.00
Volume 406,577 302,084 -104,493 -25.7% 1,870,523
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 48.09 47.33 44.70
R3 46.79 46.03 44.34
R2 45.49 45.49 44.22
R1 44.73 44.73 44.10 44.46
PP 44.19 44.19 44.19 44.05
S1 43.43 43.43 43.86 43.16
S2 42.89 42.89 43.74
S3 41.59 42.13 43.62
S4 40.29 40.83 43.27
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.70 54.36 46.64
R3 52.99 50.65 45.62
R2 49.28 49.28 45.28
R1 46.94 46.94 44.94 46.26
PP 45.57 45.57 45.57 45.23
S1 43.23 43.23 44.26 42.55
S2 41.86 41.86 43.92
S3 38.15 39.52 43.58
S4 34.44 35.81 42.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.93 43.64 3.29 7.5% 1.30 2.9% 10% False True 355,401
10 48.90 43.64 5.26 12.0% 1.42 3.2% 6% False True 318,850
20 51.42 43.64 7.78 17.7% 1.75 4.0% 4% False True 249,182
40 51.42 43.64 7.78 17.7% 2.02 4.6% 4% False True 180,221
60 51.42 39.22 12.20 27.7% 1.94 4.4% 39% False False 153,803
80 56.92 39.22 17.70 40.2% 1.89 4.3% 27% False False 131,409
100 63.12 39.22 23.90 54.3% 1.80 4.1% 20% False False 114,608
120 64.39 39.22 25.17 57.2% 1.78 4.1% 19% False False 104,012
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.47
2.618 48.34
1.618 47.04
1.000 46.24
0.618 45.74
HIGH 44.94
0.618 44.44
0.500 44.29
0.382 44.14
LOW 43.64
0.618 42.84
1.000 42.34
1.618 41.54
2.618 40.24
4.250 38.12
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 44.29 44.87
PP 44.19 44.57
S1 44.08 44.28

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

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