NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 50.17 49.44 -0.73 -1.5% 46.48
High 50.88 51.26 0.38 0.7% 48.07
Low 49.01 49.08 0.07 0.1% 45.12
Close 49.13 50.69 1.56 3.2% 46.64
Range 1.87 2.18 0.31 16.6% 2.95
ATR 1.97 1.99 0.01 0.7% 0.00
Volume 93,644 101,932 8,288 8.9% 239,353
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.88 55.97 51.89
R3 54.70 53.79 51.29
R2 52.52 52.52 51.09
R1 51.61 51.61 50.89 52.07
PP 50.34 50.34 50.34 50.57
S1 49.43 49.43 50.49 49.89
S2 48.16 48.16 50.29
S3 45.98 47.25 50.09
S4 43.80 45.07 49.49
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 51.26 45.12 6.14 12.1% 2.15 4.2% 91% True False 70,776
10 51.26 45.12 6.14 12.1% 1.80 3.6% 91% True False 58,623
20 51.26 45.06 6.20 12.2% 1.78 3.5% 91% True False 48,815
40 51.74 39.97 11.77 23.2% 2.06 4.1% 91% False False 44,206
60 54.37 39.97 14.40 28.4% 1.83 3.6% 74% False False 37,139
80 63.15 39.97 23.18 45.7% 1.81 3.6% 46% False False 31,061
100 63.32 39.97 23.35 46.1% 1.72 3.4% 46% False False 26,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.53
2.618 56.97
1.618 54.79
1.000 53.44
0.618 52.61
HIGH 51.26
0.618 50.43
0.500 50.17
0.382 49.91
LOW 49.08
0.618 47.73
1.000 46.90
1.618 45.55
2.618 43.37
4.250 39.82
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 50.52 50.17
PP 50.34 49.65
S1 50.17 49.13

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

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