NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 46.42 46.15 -0.27 -0.6% 46.48
High 48.07 46.88 -1.19 -2.5% 48.07
Low 45.71 45.12 -0.59 -1.3% 45.12
Close 45.82 46.64 0.82 1.8% 46.64
Range 2.36 1.76 -0.60 -25.4% 2.95
ATR 1.91 1.90 -0.01 -0.6% 0.00
Volume 62,955 63,062 107 0.2% 239,353
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.49 50.83 47.61
R3 49.73 49.07 47.12
R2 47.97 47.97 46.96
R1 47.31 47.31 46.80 47.64
PP 46.21 46.21 46.21 46.38
S1 45.55 45.55 46.48 45.88
S2 44.45 44.45 46.32
S3 42.69 43.79 46.16
S4 40.93 42.03 45.67
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.46 54.00 48.26
R3 52.51 51.05 47.45
R2 49.56 49.56 47.18
R1 48.10 48.10 46.91 48.83
PP 46.61 46.61 46.61 46.98
S1 45.15 45.15 46.37 45.88
S2 43.66 43.66 46.10
S3 40.71 42.20 45.83
S4 37.76 39.25 45.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.07 45.12 2.95 6.3% 1.54 3.3% 52% False True 47,870
10 48.42 45.06 3.36 7.2% 1.62 3.5% 47% False False 44,180
20 49.00 45.06 3.94 8.4% 1.74 3.7% 40% False False 40,678
40 51.74 39.97 11.77 25.2% 2.00 4.3% 57% False False 40,735
60 56.10 39.97 16.13 34.6% 1.81 3.9% 41% False False 33,531
80 63.15 39.97 23.18 49.7% 1.74 3.7% 29% False False 27,780
100 64.61 39.97 24.64 52.8% 1.69 3.6% 27% False False 23,990
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.36
2.618 51.49
1.618 49.73
1.000 48.64
0.618 47.97
HIGH 46.88
0.618 46.21
0.500 46.00
0.382 45.79
LOW 45.12
0.618 44.03
1.000 43.36
1.618 42.27
2.618 40.51
4.250 37.64
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 46.43 46.63
PP 46.21 46.61
S1 46.00 46.60

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

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