NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 46.42 45.54 -0.88 -1.9% 49.23
High 46.59 45.59 -1.00 -2.1% 49.23
Low 45.37 44.36 -1.01 -2.2% 45.84
Close 45.70 44.91 -0.79 -1.7% 46.25
Range 1.22 1.23 0.01 0.8% 3.39
ATR 1.62 1.60 -0.02 -1.3% 0.00
Volume 32,424 33,575 1,151 3.5% 211,209
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 48.64 48.01 45.59
R3 47.41 46.78 45.25
R2 46.18 46.18 45.14
R1 45.55 45.55 45.02 45.25
PP 44.95 44.95 44.95 44.81
S1 44.32 44.32 44.80 44.02
S2 43.72 43.72 44.68
S3 42.49 43.09 44.57
S4 41.26 41.86 44.23
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 47.52 44.36 3.16 7.0% 1.23 2.7% 17% False True 39,638
10 49.38 44.36 5.02 11.2% 1.25 2.8% 11% False True 36,264
20 52.60 44.36 8.24 18.3% 1.63 3.6% 7% False True 31,828
40 52.60 44.36 8.24 18.3% 1.76 3.9% 7% False True 26,514
60 52.60 40.67 11.93 26.6% 1.76 3.9% 36% False False 23,545
80 56.31 40.67 15.64 34.8% 1.69 3.8% 27% False False 19,510
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.82
2.618 48.81
1.618 47.58
1.000 46.82
0.618 46.35
HIGH 45.59
0.618 45.12
0.500 44.98
0.382 44.83
LOW 44.36
0.618 43.60
1.000 43.13
1.618 42.37
2.618 41.14
4.250 39.13
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 44.98 45.84
PP 44.95 45.53
S1 44.93 45.22

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

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