NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 46.15 46.75 0.60 1.3% 46.48
High 46.88 48.07 1.19 2.5% 48.07
Low 45.12 46.34 1.22 2.7% 45.12
Close 46.64 47.47 0.83 1.8% 46.64
Range 1.76 1.73 -0.03 -1.7% 2.95
ATR 1.90 1.89 -0.01 -0.6% 0.00
Volume 63,062 47,378 -15,684 -24.9% 239,353
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.48 51.71 48.42
R3 50.75 49.98 47.95
R2 49.02 49.02 47.79
R1 48.25 48.25 47.63 48.64
PP 47.29 47.29 47.29 47.49
S1 46.52 46.52 47.31 46.91
S2 45.56 45.56 47.15
S3 43.83 44.79 46.99
S4 42.10 43.06 46.52
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 6.2% 1.66 3.5% 80% True False 48,844
10 48.42 45.06 3.36 7.1% 1.61 3.4% 72% False False 46,452
20 48.96 45.06 3.90 8.2% 1.74 3.7% 62% False False 41,992
40 51.74 39.97 11.77 24.8% 2.01 4.2% 64% False False 41,371
60 55.70 39.97 15.73 33.1% 1.81 3.8% 48% False False 34,031
80 63.15 39.97 23.18 48.8% 1.75 3.7% 32% False False 28,237
100 63.90 39.97 23.93 50.4% 1.69 3.6% 31% False False 24,388
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.42
2.618 52.60
1.618 50.87
1.000 49.80
0.618 49.14
HIGH 48.07
0.618 47.41
0.500 47.21
0.382 47.00
LOW 46.34
0.618 45.27
1.000 44.61
1.618 43.54
2.618 41.81
4.250 38.99
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 47.38 47.18
PP 47.29 46.89
S1 47.21 46.60

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

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