NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 48.39 47.29 -1.10 -2.3% 50.67
High 48.67 47.59 -1.08 -2.2% 51.29
Low 46.95 46.47 -0.48 -1.0% 46.62
Close 46.99 47.00 0.01 0.0% 48.50
Range 1.72 1.12 -0.60 -34.9% 4.67
ATR 1.88 1.82 -0.05 -2.9% 0.00
Volume 93,011 94,652 1,641 1.8% 385,404
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.38 49.81 47.62
R3 49.26 48.69 47.31
R2 48.14 48.14 47.21
R1 47.57 47.57 47.10 47.30
PP 47.02 47.02 47.02 46.88
S1 46.45 46.45 46.90 46.18
S2 45.90 45.90 46.79
S3 44.78 45.33 46.69
S4 43.66 44.21 46.38
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 48.72 46.47 2.25 4.8% 1.35 2.9% 24% False True 78,403
10 52.05 46.47 5.58 11.9% 1.74 3.7% 9% False True 87,283
20 52.05 45.06 6.99 14.9% 1.77 3.8% 28% False False 67,643
40 52.05 40.23 11.82 25.1% 2.10 4.5% 57% False False 53,774
60 52.05 39.97 12.08 25.7% 1.89 4.0% 58% False False 46,297
80 61.26 39.97 21.29 45.3% 1.84 3.9% 33% False False 38,652
100 63.32 39.97 23.35 49.7% 1.72 3.7% 30% False False 32,709
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.35
2.618 50.52
1.618 49.40
1.000 48.71
0.618 48.28
HIGH 47.59
0.618 47.16
0.500 47.03
0.382 46.90
LOW 46.47
0.618 45.78
1.000 45.35
1.618 44.66
2.618 43.54
4.250 41.71
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 47.03 47.60
PP 47.02 47.40
S1 47.01 47.20

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

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