NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 51.87 51.75 -0.12 -0.2% 47.89
High 53.01 52.26 -0.75 -1.4% 53.01
Low 51.34 49.39 -1.95 -3.8% 47.63
Close 51.88 49.46 -2.42 -4.7% 51.88
Range 1.67 2.87 1.20 71.9% 5.38
ATR 1.87 1.94 0.07 3.8% 0.00
Volume 47,994 28,398 -19,596 -40.8% 201,762
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.98 57.09 51.04
R3 56.11 54.22 50.25
R2 53.24 53.24 49.99
R1 51.35 51.35 49.72 50.86
PP 50.37 50.37 50.37 50.13
S1 48.48 48.48 49.20 47.99
S2 47.50 47.50 48.93
S3 44.63 45.61 48.67
S4 41.76 42.74 47.88
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 48.31 4.70 9.5% 2.26 4.6% 24% False False 40,626
10 53.01 46.25 6.76 13.7% 1.91 3.9% 47% False False 34,088
20 53.01 46.25 6.76 13.7% 1.76 3.6% 47% False False 30,141
40 53.08 41.25 11.83 23.9% 2.01 4.1% 69% False False 27,370
60 54.45 41.25 13.20 26.7% 1.76 3.5% 62% False False 23,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.46
2.618 59.77
1.618 56.90
1.000 55.13
0.618 54.03
HIGH 52.26
0.618 51.16
0.500 50.83
0.382 50.49
LOW 49.39
0.618 47.62
1.000 46.52
1.618 44.75
2.618 41.88
4.250 37.19
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 50.83 51.20
PP 50.37 50.62
S1 49.92 50.04

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

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