NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 47.61 47.28 -0.33 -0.7% 47.80
High 49.11 47.98 -1.13 -2.3% 49.11
Low 46.88 46.25 -0.63 -1.3% 46.25
Close 46.96 47.77 0.81 1.7% 47.77
Range 2.23 1.73 -0.50 -22.4% 2.86
ATR 1.82 1.81 -0.01 -0.4% 0.00
Volume 30,766 39,791 9,025 29.3% 136,556
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.52 51.88 48.72
R3 50.79 50.15 48.25
R2 49.06 49.06 48.09
R1 48.42 48.42 47.93 48.74
PP 47.33 47.33 47.33 47.50
S1 46.69 46.69 47.61 47.01
S2 45.60 45.60 47.45
S3 43.87 44.96 47.29
S4 42.14 43.23 46.82
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.29 54.89 49.34
R3 53.43 52.03 48.56
R2 50.57 50.57 48.29
R1 49.17 49.17 48.03 48.44
PP 47.71 47.71 47.71 47.35
S1 46.31 46.31 47.51 45.58
S2 44.85 44.85 47.25
S3 41.99 43.45 46.98
S4 39.13 40.59 46.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.11 46.25 2.86 6.0% 1.48 3.1% 53% False True 27,311
10 49.72 46.25 3.47 7.3% 1.55 3.2% 44% False True 26,345
20 50.00 46.25 3.75 7.9% 1.63 3.4% 41% False True 24,285
40 53.08 41.25 11.83 24.8% 1.90 4.0% 55% False False 24,819
60 56.63 41.25 15.38 32.2% 1.69 3.5% 42% False False 20,267
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.33
2.618 52.51
1.618 50.78
1.000 49.71
0.618 49.05
HIGH 47.98
0.618 47.32
0.500 47.12
0.382 46.91
LOW 46.25
0.618 45.18
1.000 44.52
1.618 43.45
2.618 41.72
4.250 38.90
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 47.55 47.74
PP 47.33 47.71
S1 47.12 47.68

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

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