NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 46.88 46.42 -0.46 -1.0% 49.23
High 47.32 46.59 -0.73 -1.5% 49.23
Low 45.84 45.37 -0.47 -1.0% 45.84
Close 46.25 45.70 -0.55 -1.2% 46.25
Range 1.48 1.22 -0.26 -17.6% 3.39
ATR 1.66 1.62 -0.03 -1.9% 0.00
Volume 52,280 32,424 -19,856 -38.0% 211,209
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.55 48.84 46.37
R3 48.33 47.62 46.04
R2 47.11 47.11 45.92
R1 46.40 46.40 45.81 46.15
PP 45.89 45.89 45.89 45.76
S1 45.18 45.18 45.59 44.93
S2 44.67 44.67 45.48
S3 43.45 43.96 45.36
S4 42.23 42.74 45.03
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.28 55.15 48.11
R3 53.89 51.76 47.18
R2 50.50 50.50 46.87
R1 48.37 48.37 46.56 47.74
PP 47.11 47.11 47.11 46.79
S1 44.98 44.98 45.94 44.35
S2 43.72 43.72 45.63
S3 40.33 41.59 45.32
S4 36.94 38.20 44.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.24 45.37 2.87 6.3% 1.19 2.6% 11% False True 41,599
10 50.15 45.37 4.78 10.5% 1.30 2.9% 7% False True 36,024
20 52.60 45.37 7.23 15.8% 1.63 3.6% 5% False True 30,838
40 52.60 45.37 7.23 15.8% 1.87 4.1% 5% False True 26,642
60 52.60 40.67 11.93 26.1% 1.77 3.9% 42% False False 23,143
80 58.89 40.67 18.22 39.9% 1.73 3.8% 28% False False 19,188
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.78
2.618 49.78
1.618 48.56
1.000 47.81
0.618 47.34
HIGH 46.59
0.618 46.12
0.500 45.98
0.382 45.84
LOW 45.37
0.618 44.62
1.000 44.15
1.618 43.40
2.618 42.18
4.250 40.19
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 45.98 46.44
PP 45.89 46.19
S1 45.79 45.95

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

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