NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 43.44 46.06 2.62 6.0% 47.72
High 46.22 46.79 0.57 1.2% 47.91
Low 43.06 45.16 2.10 4.9% 44.20
Close 45.94 46.06 0.12 0.3% 44.60
Range 3.16 1.63 -1.53 -48.4% 3.71
ATR 1.83 1.81 -0.01 -0.8% 0.00
Volume 521,518 436,513 -85,005 -16.3% 1,870,523
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.89 50.11 46.96
R3 49.26 48.48 46.51
R2 47.63 47.63 46.36
R1 46.85 46.85 46.21 46.88
PP 46.00 46.00 46.00 46.02
S1 45.22 45.22 45.91 45.25
S2 44.37 44.37 45.76
S3 42.74 43.59 45.61
S4 41.11 41.96 45.16
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 46.79 42.58 4.21 9.1% 1.79 3.9% 83% True False 407,503
10 47.97 42.58 5.39 11.7% 1.56 3.4% 65% False False 378,577
20 51.42 42.58 8.84 19.2% 1.81 3.9% 39% False False 297,464
40 51.42 42.58 8.84 19.2% 1.83 4.0% 39% False False 201,307
60 51.42 39.22 12.20 26.5% 1.96 4.3% 56% False False 172,597
80 55.70 39.22 16.48 35.8% 1.87 4.1% 42% False False 145,234
100 63.12 39.22 23.90 51.9% 1.81 3.9% 29% False False 126,301
120 64.39 39.22 25.17 54.6% 1.79 3.9% 27% False False 113,550
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.72
2.618 51.06
1.618 49.43
1.000 48.42
0.618 47.80
HIGH 46.79
0.618 46.17
0.500 45.98
0.382 45.78
LOW 45.16
0.618 44.15
1.000 43.53
1.618 42.52
2.618 40.89
4.250 38.23
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 46.03 45.60
PP 46.00 45.14
S1 45.98 44.69

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

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