NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 45.85 46.42 0.57 1.2% 46.43
High 46.82 48.07 1.25 2.7% 48.42
Low 45.69 45.71 0.02 0.0% 45.06
Close 46.16 45.82 -0.34 -0.7% 46.80
Range 1.13 2.36 1.23 108.8% 3.36
ATR 1.88 1.91 0.03 1.8% 0.00
Volume 41,494 62,955 21,461 51.7% 202,456
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.61 52.08 47.12
R3 51.25 49.72 46.47
R2 48.89 48.89 46.25
R1 47.36 47.36 46.04 46.95
PP 46.53 46.53 46.53 46.33
S1 45.00 45.00 45.60 44.59
S2 44.17 44.17 45.39
S3 41.81 42.64 45.17
S4 39.45 40.28 44.52
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.84 55.18 48.65
R3 53.48 51.82 47.72
R2 50.12 50.12 47.42
R1 48.46 48.46 47.11 49.29
PP 46.76 46.76 46.76 47.18
S1 45.10 45.10 46.49 45.93
S2 43.40 43.40 46.18
S3 40.04 41.74 45.88
S4 36.68 38.38 44.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.07 45.34 2.73 6.0% 1.45 3.2% 18% True False 46,469
10 48.42 45.06 3.36 7.3% 1.69 3.7% 23% False False 41,122
20 50.15 45.06 5.09 11.1% 1.77 3.9% 15% False False 39,431
40 51.74 39.97 11.77 25.7% 1.98 4.3% 50% False False 40,204
60 56.10 39.97 16.13 35.2% 1.81 3.9% 36% False False 32,683
80 63.32 39.97 23.35 51.0% 1.73 3.8% 25% False False 27,153
100 64.61 39.97 24.64 53.8% 1.68 3.7% 24% False False 23,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.10
2.618 54.25
1.618 51.89
1.000 50.43
0.618 49.53
HIGH 48.07
0.618 47.17
0.500 46.89
0.382 46.61
LOW 45.71
0.618 44.25
1.000 43.35
1.618 41.89
2.618 39.53
4.250 35.68
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 46.89 46.71
PP 46.53 46.41
S1 46.18 46.12

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

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