NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 50.82 51.87 1.05 2.1% 47.89
High 52.30 53.01 0.71 1.4% 53.01
Low 50.28 51.34 1.06 2.1% 47.63
Close 51.76 51.88 0.12 0.2% 51.88
Range 2.02 1.67 -0.35 -17.3% 5.38
ATR 1.88 1.87 -0.02 -0.8% 0.00
Volume 42,463 47,994 5,531 13.0% 201,762
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.09 56.15 52.80
R3 55.42 54.48 52.34
R2 53.75 53.75 52.19
R1 52.81 52.81 52.03 53.28
PP 52.08 52.08 52.08 52.31
S1 51.14 51.14 51.73 51.61
S2 50.41 50.41 51.57
S3 48.74 49.47 51.42
S4 47.07 47.80 50.96
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.98 64.81 54.84
R3 61.60 59.43 53.36
R2 56.22 56.22 52.87
R1 54.05 54.05 52.37 55.14
PP 50.84 50.84 50.84 51.38
S1 48.67 48.67 51.39 49.76
S2 45.46 45.46 50.89
S3 40.08 43.29 50.40
S4 34.70 37.91 48.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.01 47.63 5.38 10.4% 2.00 3.9% 79% True False 40,352
10 53.01 46.25 6.76 13.0% 1.74 3.4% 83% True False 33,831
20 53.01 46.25 6.76 13.0% 1.67 3.2% 83% True False 29,868
40 53.08 41.25 11.83 22.8% 1.97 3.8% 90% False False 26,947
60 54.45 41.25 13.20 25.4% 1.72 3.3% 81% False False 22,727
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.11
2.618 57.38
1.618 55.71
1.000 54.68
0.618 54.04
HIGH 53.01
0.618 52.37
0.500 52.18
0.382 51.98
LOW 51.34
0.618 50.31
1.000 49.67
1.618 48.64
2.618 46.97
4.250 44.24
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 52.18 51.80
PP 52.08 51.72
S1 51.98 51.64

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

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