NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 48.75 51.18 2.43 5.0% 47.80
High 51.30 51.99 0.69 1.3% 49.11
Low 48.31 50.26 1.95 4.0% 46.25
Close 50.91 50.37 -0.54 -1.1% 47.77
Range 2.99 1.73 -1.26 -42.1% 2.86
ATR 1.89 1.87 -0.01 -0.6% 0.00
Volume 39,910 44,367 4,457 11.2% 136,556
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.06 54.95 51.32
R3 54.33 53.22 50.85
R2 52.60 52.60 50.69
R1 51.49 51.49 50.53 51.18
PP 50.87 50.87 50.87 50.72
S1 49.76 49.76 50.21 49.45
S2 49.14 49.14 50.05
S3 47.41 48.03 49.89
S4 45.68 46.30 49.42
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 51.99 46.25 5.74 11.4% 2.06 4.1% 72% True False 36,372
10 51.99 46.25 5.74 11.4% 1.62 3.2% 72% True False 30,057
20 51.99 46.25 5.74 11.4% 1.69 3.4% 72% True False 27,557
40 53.08 41.25 11.83 23.5% 1.93 3.8% 77% False False 26,132
60 56.34 41.25 15.09 30.0% 1.71 3.4% 60% False False 21,588
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.34
2.618 56.52
1.618 54.79
1.000 53.72
0.618 53.06
HIGH 51.99
0.618 51.33
0.500 51.13
0.382 50.92
LOW 50.26
0.618 49.19
1.000 48.53
1.618 47.46
2.618 45.73
4.250 42.91
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 51.13 50.18
PP 50.87 50.00
S1 50.62 49.81

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

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