NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 43.78 43.44 -0.34 -0.8% 47.72
High 43.91 46.22 2.31 5.3% 47.91
Low 42.58 43.06 0.48 1.1% 44.20
Close 43.20 45.94 2.74 6.3% 44.60
Range 1.33 3.16 1.83 137.6% 3.71
ATR 1.72 1.83 0.10 5.9% 0.00
Volume 370,825 521,518 150,693 40.6% 1,870,523
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.55 53.41 47.68
R3 51.39 50.25 46.81
R2 48.23 48.23 46.52
R1 47.09 47.09 46.23 47.66
PP 45.07 45.07 45.07 45.36
S1 43.93 43.93 45.65 44.50
S2 41.91 41.91 45.36
S3 38.75 40.77 45.07
S4 35.59 37.61 44.20
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 46.22 42.58 3.64 7.9% 1.71 3.7% 92% True False 384,749
10 47.97 42.58 5.39 11.7% 1.57 3.4% 62% False False 362,619
20 51.42 42.58 8.84 19.2% 1.85 4.0% 38% False False 283,511
40 51.42 42.58 8.84 19.2% 1.87 4.1% 38% False False 194,627
60 51.42 39.22 12.20 26.6% 1.97 4.3% 55% False False 166,229
80 55.70 39.22 16.48 35.9% 1.87 4.1% 41% False False 140,782
100 63.12 39.22 23.90 52.0% 1.81 3.9% 28% False False 122,250
120 64.39 39.22 25.17 54.8% 1.78 3.9% 27% False False 110,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 59.65
2.618 54.49
1.618 51.33
1.000 49.38
0.618 48.17
HIGH 46.22
0.618 45.01
0.500 44.64
0.382 44.27
LOW 43.06
0.618 41.11
1.000 39.90
1.618 37.95
2.618 34.79
4.250 29.63
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 45.51 45.43
PP 45.07 44.91
S1 44.64 44.40

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

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