NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 46.96 46.58 -0.38 -0.8% 45.62
High 47.59 47.90 0.31 0.7% 47.90
Low 46.03 46.33 0.30 0.7% 43.52
Close 46.90 47.47 0.57 1.2% 47.47
Range 1.56 1.57 0.01 0.6% 4.38
ATR 1.76 1.75 -0.01 -0.8% 0.00
Volume 112,802 81,093 -31,709 -28.1% 455,657
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.94 51.28 48.33
R3 50.37 49.71 47.90
R2 48.80 48.80 47.76
R1 48.14 48.14 47.61 48.47
PP 47.23 47.23 47.23 47.40
S1 46.57 46.57 47.33 46.90
S2 45.66 45.66 47.18
S3 44.09 45.00 47.04
S4 42.52 43.43 46.61
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 59.44 57.83 49.88
R3 55.06 53.45 48.67
R2 50.68 50.68 48.27
R1 49.07 49.07 47.87 49.88
PP 46.30 46.30 46.30 46.70
S1 44.69 44.69 47.07 45.50
S2 41.92 41.92 46.67
S3 37.54 40.31 46.27
S4 33.16 35.93 45.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.90 43.52 4.38 9.2% 1.76 3.7% 90% True False 91,131
10 48.67 43.52 5.15 10.8% 1.55 3.3% 77% False False 95,088
20 52.05 43.52 8.53 18.0% 1.75 3.7% 46% False False 86,565
40 52.05 43.52 8.53 18.0% 1.74 3.7% 46% False False 63,621
60 52.05 39.97 12.08 25.4% 1.92 4.0% 62% False False 56,011
80 56.10 39.97 16.13 34.0% 1.79 3.8% 46% False False 46,789
100 63.15 39.97 23.18 48.8% 1.74 3.7% 32% False False 39,537
120 64.61 39.97 24.64 51.9% 1.70 3.6% 30% False False 34,419
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.57
2.618 52.01
1.618 50.44
1.000 49.47
0.618 48.87
HIGH 47.90
0.618 47.30
0.500 47.12
0.382 46.93
LOW 46.33
0.618 45.36
1.000 44.76
1.618 43.79
2.618 42.22
4.250 39.66
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 47.35 46.96
PP 47.23 46.45
S1 47.12 45.94

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

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