NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 47.41 46.74 -0.67 -1.4% 51.29
High 47.52 47.51 -0.01 0.0% 51.85
Low 46.40 46.43 0.03 0.1% 47.38
Close 46.65 46.86 0.21 0.5% 49.19
Range 1.12 1.08 -0.04 -3.6% 4.47
ATR 1.71 1.67 -0.05 -2.6% 0.00
Volume 40,289 39,626 -663 -1.6% 142,387
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.17 49.60 47.45
R3 49.09 48.52 47.16
R2 48.01 48.01 47.06
R1 47.44 47.44 46.96 47.73
PP 46.93 46.93 46.93 47.08
S1 46.36 46.36 46.76 46.65
S2 45.85 45.85 46.66
S3 44.77 45.28 46.56
S4 43.69 44.20 46.27
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 49.38 46.40 2.98 6.4% 1.20 2.6% 15% False False 37,966
10 52.60 46.40 6.20 13.2% 1.50 3.2% 7% False False 33,913
20 52.60 45.73 6.87 14.7% 1.62 3.4% 16% False False 28,706
40 52.60 42.16 10.44 22.3% 2.00 4.3% 45% False False 25,590
60 52.60 40.67 11.93 25.5% 1.76 3.8% 52% False False 22,067
80 60.69 40.67 20.02 42.7% 1.73 3.7% 31% False False 18,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.10
2.618 50.34
1.618 49.26
1.000 48.59
0.618 48.18
HIGH 47.51
0.618 47.10
0.500 46.97
0.382 46.84
LOW 46.43
0.618 45.76
1.000 45.35
1.618 44.68
2.618 43.60
4.250 41.84
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 46.97 47.32
PP 46.93 47.17
S1 46.90 47.01

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

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