NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 46.39 46.97 0.58 1.3% 46.92
High 47.40 48.60 1.20 2.5% 49.07
Low 46.39 46.30 -0.09 -0.2% 45.79
Close 46.76 46.39 -0.37 -0.8% 47.44
Range 1.01 2.30 1.29 127.7% 3.28
ATR 1.80 1.83 0.04 2.0% 0.00
Volume 18,148 23,232 5,084 28.0% 98,268
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.00 52.49 47.66
R3 51.70 50.19 47.02
R2 49.40 49.40 46.81
R1 47.89 47.89 46.60 47.50
PP 47.10 47.10 47.10 46.90
S1 45.59 45.59 46.18 45.20
S2 44.80 44.80 45.97
S3 42.50 43.29 45.76
S4 40.20 40.99 45.13
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.27 55.64 49.24
R3 53.99 52.36 48.34
R2 50.71 50.71 48.04
R1 49.08 49.08 47.74 49.90
PP 47.43 47.43 47.43 47.84
S1 45.80 45.80 47.14 46.62
S2 44.15 44.15 46.84
S3 40.87 42.52 46.54
S4 37.59 39.24 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.60 45.93 2.67 5.8% 1.39 3.0% 17% True False 19,441
10 49.07 45.79 3.28 7.1% 1.62 3.5% 18% False False 19,344
20 50.67 45.79 4.88 10.5% 1.66 3.6% 12% False False 20,448
40 52.47 40.67 11.80 25.4% 1.84 4.0% 48% False False 20,067
60 56.31 40.67 15.64 33.7% 1.69 3.6% 37% False False 15,841
80 63.43 40.67 22.76 49.1% 1.61 3.5% 25% False False 13,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.38
2.618 54.62
1.618 52.32
1.000 50.90
0.618 50.02
HIGH 48.60
0.618 47.72
0.500 47.45
0.382 47.18
LOW 46.30
0.618 44.88
1.000 44.00
1.618 42.58
2.618 40.28
4.250 36.53
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 47.45 47.29
PP 47.10 46.99
S1 46.74 46.69

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

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