NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 46.61 45.97 -0.64 -1.4% 50.67
High 46.80 46.81 0.01 0.0% 51.29
Low 45.61 45.65 0.04 0.1% 46.62
Close 45.92 46.12 0.20 0.4% 48.50
Range 1.19 1.16 -0.03 -2.5% 4.67
ATR 1.79 1.75 -0.05 -2.5% 0.00
Volume 94,433 93,438 -995 -1.1% 385,404
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.67 49.06 46.76
R3 48.51 47.90 46.44
R2 47.35 47.35 46.33
R1 46.74 46.74 46.23 47.05
PP 46.19 46.19 46.19 46.35
S1 45.58 45.58 46.01 45.89
S2 45.03 45.03 45.91
S3 43.87 44.42 45.80
S4 42.71 43.26 45.48
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 45.61 3.11 6.7% 1.29 2.8% 16% False False 88,812
10 52.05 45.61 6.44 14.0% 1.57 3.4% 8% False False 86,512
20 52.05 45.12 6.93 15.0% 1.69 3.7% 14% False False 72,567
40 52.05 41.44 10.61 23.0% 2.09 4.5% 44% False False 56,482
60 52.05 39.97 12.08 26.2% 1.88 4.1% 51% False False 48,859
80 60.46 39.97 20.49 44.4% 1.83 4.0% 30% False False 40,812
100 63.32 39.97 23.35 50.6% 1.72 3.7% 26% False False 34,343
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.74
2.618 49.85
1.618 48.69
1.000 47.97
0.618 47.53
HIGH 46.81
0.618 46.37
0.500 46.23
0.382 46.09
LOW 45.65
0.618 44.93
1.000 44.49
1.618 43.77
2.618 42.61
4.250 40.72
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 46.23 46.60
PP 46.19 46.44
S1 46.16 46.28

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

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