NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 45.62 44.69 -0.93 -2.0% 48.39
High 45.82 44.81 -1.01 -2.2% 48.67
Low 44.55 43.52 -1.03 -2.3% 45.01
Close 44.90 44.12 -0.78 -1.7% 45.47
Range 1.27 1.29 0.02 1.6% 3.66
ATR 1.70 1.68 -0.02 -1.3% 0.00
Volume 68,537 86,545 18,008 26.3% 495,231
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 48.02 47.36 44.83
R3 46.73 46.07 44.47
R2 45.44 45.44 44.36
R1 44.78 44.78 44.24 44.47
PP 44.15 44.15 44.15 43.99
S1 43.49 43.49 44.00 43.18
S2 42.86 42.86 43.88
S3 41.57 42.20 43.77
S4 40.28 40.91 43.41
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 46.81 43.52 3.29 7.5% 1.29 2.9% 18% False True 92,530
10 48.72 43.52 5.20 11.8% 1.32 3.0% 12% False True 85,466
20 52.05 43.52 8.53 19.3% 1.70 3.9% 7% False True 79,911
40 52.05 43.52 8.53 19.3% 1.85 4.2% 7% False True 60,069
60 52.05 39.97 12.08 27.4% 1.87 4.2% 34% False False 52,378
80 56.10 39.97 16.13 36.6% 1.79 4.1% 26% False False 43,615
100 63.32 39.97 23.35 52.9% 1.71 3.9% 18% False False 36,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.29
2.618 48.19
1.618 46.90
1.000 46.10
0.618 45.61
HIGH 44.81
0.618 44.32
0.500 44.17
0.382 44.01
LOW 43.52
0.618 42.72
1.000 42.23
1.618 41.43
2.618 40.14
4.250 38.04
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 44.17 45.03
PP 44.15 44.73
S1 44.14 44.42

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

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