NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 48.84 49.23 0.39 0.8% 51.29
High 49.38 49.23 -0.15 -0.3% 51.85
Low 48.20 47.64 -0.56 -1.2% 47.38
Close 49.19 47.68 -1.51 -3.1% 49.19
Range 1.18 1.59 0.41 34.7% 4.47
ATR 1.82 1.80 -0.02 -0.9% 0.00
Volume 30,902 35,637 4,735 15.3% 142,387
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.95 51.91 48.55
R3 51.36 50.32 48.12
R2 49.77 49.77 47.97
R1 48.73 48.73 47.83 48.46
PP 48.18 48.18 48.18 48.05
S1 47.14 47.14 47.53 46.87
S2 46.59 46.59 47.39
S3 45.00 45.55 47.24
S4 43.41 43.96 46.81
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.88 60.51 51.65
R3 58.41 56.04 50.42
R2 53.94 53.94 50.01
R1 51.57 51.57 49.60 50.52
PP 49.47 49.47 49.47 48.95
S1 47.10 47.10 48.78 46.05
S2 45.00 45.00 48.37
S3 40.53 42.63 47.96
S4 36.06 38.16 46.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.15 47.38 2.77 5.8% 1.42 3.0% 11% False False 30,450
10 52.60 47.38 5.22 10.9% 1.87 3.9% 6% False False 31,018
20 52.60 45.73 6.87 14.4% 1.71 3.6% 28% False False 25,769
40 52.60 40.67 11.93 25.0% 2.02 4.2% 59% False False 23,840
60 52.60 40.67 11.93 25.0% 1.78 3.7% 59% False False 20,436
80 61.65 40.67 20.98 44.0% 1.73 3.6% 33% False False 16,826
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.99
2.618 53.39
1.618 51.80
1.000 50.82
0.618 50.21
HIGH 49.23
0.618 48.62
0.500 48.44
0.382 48.25
LOW 47.64
0.618 46.66
1.000 46.05
1.618 45.07
2.618 43.48
4.250 40.88
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 48.44 48.38
PP 48.18 48.15
S1 47.93 47.91

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

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