NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 50.67 48.67 -2.00 -3.9% 46.75
High 51.29 49.57 -1.72 -3.4% 52.05
Low 48.26 47.70 -0.56 -1.2% 46.34
Close 48.32 47.90 -0.42 -0.9% 50.82
Range 3.03 1.87 -1.16 -38.3% 5.71
ATR 2.04 2.03 -0.01 -0.6% 0.00
Volume 72,533 108,519 35,986 49.6% 395,008
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.00 52.82 48.93
R3 52.13 50.95 48.41
R2 50.26 50.26 48.24
R1 49.08 49.08 48.07 48.74
PP 48.39 48.39 48.39 48.22
S1 47.21 47.21 47.73 46.87
S2 46.52 46.52 47.56
S3 44.65 45.34 47.39
S4 42.78 43.47 46.87
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 47.70 4.35 9.1% 2.13 4.5% 5% False True 96,163
10 52.05 45.12 6.93 14.5% 2.08 4.4% 40% False False 74,357
20 52.05 45.06 6.99 14.6% 1.90 4.0% 41% False False 56,715
40 52.05 39.97 12.08 25.2% 2.14 4.5% 66% False False 48,421
60 53.60 39.97 13.63 28.5% 1.89 3.9% 58% False False 41,318
80 62.97 39.97 23.00 48.0% 1.83 3.8% 34% False False 34,339
100 63.32 39.97 23.35 48.7% 1.74 3.6% 34% False False 29,255
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 False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.52
2.618 54.47
1.618 52.60
1.000 51.44
0.618 50.73
HIGH 49.57
0.618 48.86
0.500 48.64
0.382 48.41
LOW 47.70
0.618 46.54
1.000 45.83
1.618 44.67
2.618 42.80
4.250 39.75
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 48.64 49.88
PP 48.39 49.22
S1 48.15 48.56

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

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