NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 51.18 50.82 -0.36 -0.7% 47.80
High 51.99 52.30 0.31 0.6% 49.11
Low 50.26 50.28 0.02 0.0% 46.25
Close 50.37 51.76 1.39 2.8% 47.77
Range 1.73 2.02 0.29 16.8% 2.86
ATR 1.87 1.88 0.01 0.6% 0.00
Volume 44,367 42,463 -1,904 -4.3% 136,556
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.51 56.65 52.87
R3 55.49 54.63 52.32
R2 53.47 53.47 52.13
R1 52.61 52.61 51.95 53.04
PP 51.45 51.45 51.45 51.66
S1 50.59 50.59 51.57 51.02
S2 49.43 49.43 51.39
S3 47.41 48.57 51.20
S4 45.39 46.55 50.65
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 52.30 46.25 6.05 11.7% 2.02 3.9% 91% True False 38,711
10 52.30 46.25 6.05 11.7% 1.69 3.3% 91% True False 31,961
20 52.30 46.25 6.05 11.7% 1.67 3.2% 91% True False 28,526
40 53.08 41.25 11.83 22.9% 1.96 3.8% 89% False False 26,573
60 55.05 41.25 13.80 26.7% 1.71 3.3% 76% False False 22,099
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.89
2.618 57.59
1.618 55.57
1.000 54.32
0.618 53.55
HIGH 52.30
0.618 51.53
0.500 51.29
0.382 51.05
LOW 50.28
0.618 49.03
1.000 48.26
1.618 47.01
2.618 44.99
4.250 41.70
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 51.60 51.28
PP 51.45 50.79
S1 51.29 50.31

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

View Archives - Comment on this page... - Back to Index of Symbols