NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 46.75 47.44 0.69 1.5% 46.48
High 48.07 50.19 2.12 4.4% 48.07
Low 46.34 46.99 0.65 1.4% 45.12
Close 47.47 49.71 2.24 4.7% 46.64
Range 1.73 3.20 1.47 85.0% 2.95
ATR 1.89 1.98 0.09 5.0% 0.00
Volume 47,378 47,867 489 1.0% 239,353
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.56 57.34 51.47
R3 55.36 54.14 50.59
R2 52.16 52.16 50.30
R1 50.94 50.94 50.00 51.55
PP 48.96 48.96 48.96 49.27
S1 47.74 47.74 49.42 48.35
S2 45.76 45.76 49.12
S3 42.56 44.54 48.83
S4 39.36 41.34 47.95
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 50.19 45.12 5.07 10.2% 2.04 4.1% 91% True False 52,551
10 50.19 45.06 5.13 10.3% 1.80 3.6% 91% True False 48,004
20 50.19 45.06 5.13 10.3% 1.79 3.6% 91% True False 42,757
40 51.74 39.97 11.77 23.7% 2.04 4.1% 83% False False 41,591
60 55.70 39.97 15.73 31.6% 1.83 3.7% 62% False False 34,525
80 63.15 39.97 23.18 46.6% 1.78 3.6% 42% False False 28,784
100 63.68 39.97 23.71 47.7% 1.71 3.4% 41% False False 24,820
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 0.37
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 63.79
2.618 58.57
1.618 55.37
1.000 53.39
0.618 52.17
HIGH 50.19
0.618 48.97
0.500 48.59
0.382 48.21
LOW 46.99
0.618 45.01
1.000 43.79
1.618 41.81
2.618 38.61
4.250 33.39
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 49.34 49.03
PP 48.96 48.34
S1 48.59 47.66

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

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