NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 50.89 50.67 -0.22 -0.4% 46.75
High 52.05 51.29 -0.76 -1.5% 52.05
Low 50.34 48.26 -2.08 -4.1% 46.34
Close 50.82 48.32 -2.50 -4.9% 50.82
Range 1.71 3.03 1.32 77.2% 5.71
ATR 1.97 2.04 0.08 3.8% 0.00
Volume 104,187 72,533 -31,654 -30.4% 395,008
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.38 56.38 49.99
R3 55.35 53.35 49.15
R2 52.32 52.32 48.88
R1 50.32 50.32 48.60 49.81
PP 49.29 49.29 49.29 49.03
S1 47.29 47.29 48.04 46.78
S2 46.26 46.26 47.76
S3 43.23 44.26 47.49
S4 40.20 41.23 46.65
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 46.99 5.06 10.5% 2.40 5.0% 26% False False 84,032
10 52.05 45.12 6.93 14.3% 2.03 4.2% 46% False False 66,438
20 52.05 45.06 6.99 14.5% 1.86 3.9% 47% False False 54,208
40 52.05 39.97 12.08 25.0% 2.12 4.4% 69% False False 46,420
60 53.60 39.97 13.63 28.2% 1.87 3.9% 61% False False 39,744
80 62.97 39.97 23.00 47.6% 1.82 3.8% 36% False False 33,039
100 63.32 39.97 23.35 48.3% 1.74 3.6% 36% False False 28,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.17
2.618 59.22
1.618 56.19
1.000 54.32
0.618 53.16
HIGH 51.29
0.618 50.13
0.500 49.78
0.382 49.42
LOW 48.26
0.618 46.39
1.000 45.23
1.618 43.36
2.618 40.33
4.250 35.38
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 49.78 50.16
PP 49.29 49.54
S1 48.81 48.93

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

View Archives - Comment on this page... - Back to Index of Symbols