NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 46.58 47.26 0.68 1.5% 45.62
High 47.90 47.60 -0.30 -0.6% 47.90
Low 46.33 46.45 0.12 0.3% 43.52
Close 47.47 47.04 -0.43 -0.9% 47.47
Range 1.57 1.15 -0.42 -26.8% 4.38
ATR 1.75 1.71 -0.04 -2.4% 0.00
Volume 81,093 64,618 -16,475 -20.3% 455,657
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 50.48 49.91 47.67
R3 49.33 48.76 47.36
R2 48.18 48.18 47.25
R1 47.61 47.61 47.15 47.32
PP 47.03 47.03 47.03 46.89
S1 46.46 46.46 46.93 46.17
S2 45.88 45.88 46.83
S3 44.73 45.31 46.72
S4 43.58 44.16 46.41
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 9.3% 1.73 3.7% 80% False False 90,347
10 47.90 43.52 4.38 9.3% 1.49 3.2% 80% False False 92,249
20 52.05 43.52 8.53 18.1% 1.72 3.7% 41% False False 87,427
40 52.05 43.52 8.53 18.1% 1.73 3.7% 41% False False 64,709
60 52.05 39.97 12.08 25.7% 1.91 4.1% 59% False False 56,723
80 55.70 39.97 15.73 33.4% 1.79 3.8% 45% False False 47,380
100 63.15 39.97 23.18 49.3% 1.74 3.7% 31% False False 40,075
120 63.90 39.97 23.93 50.9% 1.69 3.6% 30% False False 34,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.49
2.618 50.61
1.618 49.46
1.000 48.75
0.618 48.31
HIGH 47.60
0.618 47.16
0.500 47.03
0.382 46.89
LOW 46.45
0.618 45.74
1.000 45.30
1.618 44.59
2.618 43.44
4.250 41.56
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 47.04 47.02
PP 47.03 46.99
S1 47.03 46.97

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

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