NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 45.14 47.75 2.61 5.8% 49.23
High 47.82 48.29 0.47 1.0% 49.23
Low 44.77 46.81 2.04 4.6% 45.84
Close 47.60 47.64 0.04 0.1% 46.25
Range 3.05 1.48 -1.57 -51.5% 3.39
ATR 1.71 1.69 -0.02 -1.0% 0.00
Volume 38,652 47,542 8,890 23.0% 211,209
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.02 51.31 48.45
R3 50.54 49.83 48.05
R2 49.06 49.06 47.91
R1 48.35 48.35 47.78 47.97
PP 47.58 47.58 47.58 47.39
S1 46.87 46.87 47.50 46.49
S2 46.10 46.10 47.37
S3 44.62 45.39 47.23
S4 43.14 43.91 46.83
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 48.29 44.36 3.93 8.2% 1.69 3.6% 83% True False 40,894
10 49.38 44.36 5.02 10.5% 1.45 3.0% 65% False False 39,430
20 52.60 44.36 8.24 17.3% 1.69 3.6% 40% False False 34,069
40 52.60 44.36 8.24 17.3% 1.68 3.5% 40% False False 27,259
60 52.60 40.67 11.93 25.0% 1.79 3.8% 58% False False 24,734
80 56.31 40.67 15.64 32.8% 1.69 3.6% 45% False False 20,398
100 63.43 40.67 22.76 47.8% 1.63 3.4% 31% False False 17,342
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.58
2.618 52.16
1.618 50.68
1.000 49.77
0.618 49.20
HIGH 48.29
0.618 47.72
0.500 47.55
0.382 47.38
LOW 46.81
0.618 45.90
1.000 45.33
1.618 44.42
2.618 42.94
4.250 40.52
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 47.61 47.20
PP 47.58 46.76
S1 47.55 46.33

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

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