NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 47.56 48.19 0.63 1.3% 50.67
High 48.31 48.72 0.41 0.8% 51.29
Low 46.62 47.46 0.84 1.8% 46.62
Close 47.69 48.50 0.81 1.7% 48.50
Range 1.69 1.26 -0.43 -25.4% 4.67
ATR 1.94 1.89 -0.05 -2.5% 0.00
Volume 79,644 68,528 -11,116 -14.0% 385,404
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.01 51.51 49.19
R3 50.75 50.25 48.85
R2 49.49 49.49 48.73
R1 48.99 48.99 48.62 49.24
PP 48.23 48.23 48.23 48.35
S1 47.73 47.73 48.38 47.98
S2 46.97 46.97 48.27
S3 45.71 46.47 48.15
S4 44.45 45.21 47.81
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.81 60.33 51.07
R3 58.14 55.66 49.78
R2 53.47 53.47 49.36
R1 50.99 50.99 48.93 49.90
PP 48.80 48.80 48.80 48.26
S1 46.32 46.32 48.07 45.23
S2 44.13 44.13 47.64
S3 39.46 41.65 47.22
S4 34.79 36.98 45.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 46.62 4.67 9.6% 1.77 3.6% 40% False False 77,080
10 52.05 46.34 5.71 11.8% 1.95 4.0% 38% False False 78,041
20 52.05 45.06 6.99 14.4% 1.78 3.7% 49% False False 61,111
40 52.05 39.97 12.08 24.9% 2.13 4.4% 71% False False 50,754
60 52.05 39.97 12.08 24.9% 1.89 3.9% 71% False False 43,740
80 61.86 39.97 21.89 45.1% 1.82 3.8% 39% False False 36,516
100 63.32 39.97 23.35 48.1% 1.73 3.6% 37% False False 31,040
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 54.08
2.618 52.02
1.618 50.76
1.000 49.98
0.618 49.50
HIGH 48.72
0.618 48.24
0.500 48.09
0.382 47.94
LOW 47.46
0.618 46.68
1.000 46.20
1.618 45.42
2.618 44.16
4.250 42.11
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 48.36 48.22
PP 48.23 47.95
S1 48.09 47.67

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

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