NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 45.97 46.19 0.22 0.5% 48.39
High 46.81 46.54 -0.27 -0.6% 48.67
Low 45.65 45.01 -0.64 -1.4% 45.01
Close 46.12 45.47 -0.65 -1.4% 45.47
Range 1.16 1.53 0.37 31.9% 3.66
ATR 1.75 1.73 -0.02 -0.9% 0.00
Volume 93,438 119,697 26,259 28.1% 495,231
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.26 49.40 46.31
R3 48.73 47.87 45.89
R2 47.20 47.20 45.75
R1 46.34 46.34 45.61 46.01
PP 45.67 45.67 45.67 45.51
S1 44.81 44.81 45.33 44.48
S2 44.14 44.14 45.19
S3 42.61 43.28 45.05
S4 41.08 41.75 44.63
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.36 55.08 47.48
R3 53.70 51.42 46.48
R2 50.04 50.04 46.14
R1 47.76 47.76 45.81 47.07
PP 46.38 46.38 46.38 46.04
S1 44.10 44.10 45.13 43.41
S2 42.72 42.72 44.80
S3 39.06 40.44 44.46
S4 35.40 36.78 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.67 45.01 3.66 8.0% 1.34 3.0% 13% False True 99,046
10 51.29 45.01 6.28 13.8% 1.56 3.4% 7% False True 88,063
20 52.05 45.01 7.04 15.5% 1.70 3.7% 7% False True 75,749
40 52.05 44.40 7.65 16.8% 2.03 4.5% 14% False False 58,530
60 52.05 39.97 12.08 26.6% 1.89 4.2% 46% False False 50,570
80 59.75 39.97 19.78 43.5% 1.83 4.0% 28% False False 42,098
100 63.32 39.97 23.35 51.4% 1.72 3.8% 24% False False 35,467
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.04
2.618 50.55
1.618 49.02
1.000 48.07
0.618 47.49
HIGH 46.54
0.618 45.96
0.500 45.78
0.382 45.59
LOW 45.01
0.618 44.06
1.000 43.48
1.618 42.53
2.618 41.00
4.250 38.51
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 45.78 45.91
PP 45.67 45.76
S1 45.57 45.62

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

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