NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 51.75 49.79 -1.96 -3.8% 47.89
High 52.26 50.62 -1.64 -3.1% 53.01
Low 49.39 48.91 -0.48 -1.0% 47.63
Close 49.46 49.14 -0.32 -0.6% 51.88
Range 2.87 1.71 -1.16 -40.4% 5.38
ATR 1.94 1.92 -0.02 -0.8% 0.00
Volume 28,398 32,965 4,567 16.1% 201,762
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.69 53.62 50.08
R3 52.98 51.91 49.61
R2 51.27 51.27 49.45
R1 50.20 50.20 49.30 49.88
PP 49.56 49.56 49.56 49.40
S1 48.49 48.49 48.98 48.17
S2 47.85 47.85 48.83
S3 46.14 46.78 48.67
S4 44.43 45.07 48.20
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 48.91 4.10 8.3% 2.00 4.1% 6% False True 39,237
10 53.01 46.25 6.76 13.8% 1.96 4.0% 43% False False 35,771
20 53.01 46.25 6.76 13.8% 1.79 3.6% 43% False False 30,109
40 53.08 41.25 11.83 24.1% 2.03 4.1% 67% False False 27,805
60 54.45 41.25 13.20 26.9% 1.77 3.6% 60% False False 23,520
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.89
2.618 55.10
1.618 53.39
1.000 52.33
0.618 51.68
HIGH 50.62
0.618 49.97
0.500 49.77
0.382 49.56
LOW 48.91
0.618 47.85
1.000 47.20
1.618 46.14
2.618 44.43
4.250 41.64
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 49.77 50.96
PP 49.56 50.35
S1 49.35 49.75

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

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