NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 50.45 50.16 -0.29 -0.6% 47.12
High 51.45 51.85 0.40 0.8% 48.60
Low 49.69 49.71 0.02 0.0% 45.73
Close 49.79 51.28 1.49 3.0% 47.22
Range 1.76 2.14 0.38 21.6% 2.87
ATR 1.89 1.91 0.02 0.9% 0.00
Volume 36,096 37,733 1,637 4.5% 104,730
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.37 56.46 52.46
R3 55.23 54.32 51.87
R2 53.09 53.09 51.67
R1 52.18 52.18 51.48 52.64
PP 50.95 50.95 50.95 51.17
S1 50.04 50.04 51.08 50.50
S2 48.81 48.81 50.89
S3 46.67 47.90 50.69
S4 44.53 45.76 50.10
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.79 54.38 48.80
R3 52.92 51.51 48.01
R2 50.05 50.05 47.75
R1 48.64 48.64 47.48 49.35
PP 47.18 47.18 47.18 47.54
S1 45.77 45.77 46.96 46.48
S2 44.31 44.31 46.69
S3 41.44 42.90 46.43
S4 38.57 40.03 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.85 45.73 6.12 11.9% 2.07 4.0% 91% True False 27,557
10 51.85 45.73 6.12 11.9% 1.73 3.4% 91% True False 23,499
20 51.85 45.73 6.12 11.9% 1.68 3.3% 91% True False 22,940
40 52.47 40.67 11.80 23.0% 1.93 3.8% 90% False False 21,441
60 54.58 40.67 13.91 27.1% 1.72 3.3% 76% False False 17,558
80 63.33 40.67 22.66 44.2% 1.69 3.3% 47% False False 14,550
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.95
2.618 57.45
1.618 55.31
1.000 53.99
0.618 53.17
HIGH 51.85
0.618 51.03
0.500 50.78
0.382 50.53
LOW 49.71
0.618 48.39
1.000 47.57
1.618 46.25
2.618 44.11
4.250 40.62
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 51.11 50.79
PP 50.95 50.29
S1 50.78 49.80

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

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