NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 49.44 50.89 1.45 2.9% 46.75
High 51.26 52.05 0.79 1.5% 52.05
Low 49.08 50.34 1.26 2.6% 46.34
Close 50.69 50.82 0.13 0.3% 50.82
Range 2.18 1.71 -0.47 -21.6% 5.71
ATR 1.99 1.97 -0.02 -1.0% 0.00
Volume 101,932 104,187 2,255 2.2% 395,008
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.20 55.22 51.76
R3 54.49 53.51 51.29
R2 52.78 52.78 51.13
R1 51.80 51.80 50.98 51.44
PP 51.07 51.07 51.07 50.89
S1 50.09 50.09 50.66 49.73
S2 49.36 49.36 50.51
S3 47.65 48.38 50.35
S4 45.94 46.67 49.88
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.87 64.55 53.96
R3 61.16 58.84 52.39
R2 55.45 55.45 51.87
R1 53.13 53.13 51.34 54.29
PP 49.74 49.74 49.74 50.32
S1 47.42 47.42 50.30 48.58
S2 44.03 44.03 49.77
S3 38.32 41.71 49.25
S4 32.61 36.00 47.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.05 46.34 5.71 11.2% 2.14 4.2% 78% True False 79,001
10 52.05 45.12 6.93 13.6% 1.84 3.6% 82% True False 63,436
20 52.05 45.06 6.99 13.8% 1.78 3.5% 82% True False 52,288
40 52.05 39.97 12.08 23.8% 2.07 4.1% 90% True False 45,281
60 53.60 39.97 13.63 26.8% 1.84 3.6% 80% False False 38,657
80 62.97 39.97 23.00 45.3% 1.80 3.5% 47% False False 32,198
100 63.32 39.97 23.35 45.9% 1.72 3.4% 46% False False 27,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 59.32
2.618 56.53
1.618 54.82
1.000 53.76
0.618 53.11
HIGH 52.05
0.618 51.40
0.500 51.20
0.382 50.99
LOW 50.34
0.618 49.28
1.000 48.63
1.618 47.57
2.618 45.86
4.250 43.07
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 51.20 50.72
PP 51.07 50.63
S1 50.95 50.53

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

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