NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 44.30 46.96 2.66 6.0% 48.39
High 47.08 47.59 0.51 1.1% 48.67
Low 43.98 46.03 2.05 4.7% 45.01
Close 46.82 46.90 0.08 0.2% 45.47
Range 3.10 1.56 -1.54 -49.7% 3.66
ATR 1.78 1.76 -0.02 -0.9% 0.00
Volume 106,680 112,802 6,122 5.7% 495,231
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.52 50.77 47.76
R3 49.96 49.21 47.33
R2 48.40 48.40 47.19
R1 47.65 47.65 47.04 47.25
PP 46.84 46.84 46.84 46.64
S1 46.09 46.09 46.76 45.69
S2 45.28 45.28 46.61
S3 43.72 44.53 46.47
S4 42.16 42.97 46.04
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 47.59 43.52 4.07 8.7% 1.75 3.7% 83% True False 98,852
10 48.72 43.52 5.20 11.1% 1.52 3.2% 65% False False 93,832
20 52.05 43.52 8.53 18.2% 1.76 3.8% 40% False False 85,663
40 52.05 43.52 8.53 18.2% 1.77 3.8% 40% False False 62,547
60 52.05 39.97 12.08 25.8% 1.91 4.1% 57% False False 55,357
80 56.10 39.97 16.13 34.4% 1.80 3.8% 43% False False 45,928
100 63.32 39.97 23.35 49.8% 1.74 3.7% 30% False False 38,855
120 64.61 39.97 24.64 52.5% 1.70 3.6% 28% False False 33,806
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.22
2.618 51.67
1.618 50.11
1.000 49.15
0.618 48.55
HIGH 47.59
0.618 46.99
0.500 46.81
0.382 46.63
LOW 46.03
0.618 45.07
1.000 44.47
1.618 43.51
2.618 41.95
4.250 39.40
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 46.87 46.45
PP 46.84 46.00
S1 46.81 45.56

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

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