NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 49.79 49.28 -0.51 -1.0% 47.89
High 50.62 49.47 -1.15 -2.3% 53.01
Low 48.91 48.53 -0.38 -0.8% 47.63
Close 49.14 49.23 0.09 0.2% 51.88
Range 1.71 0.94 -0.77 -45.0% 5.38
ATR 1.92 1.85 -0.07 -3.7% 0.00
Volume 32,965 23,828 -9,137 -27.7% 201,762
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.90 51.50 49.75
R3 50.96 50.56 49.49
R2 50.02 50.02 49.40
R1 49.62 49.62 49.32 49.35
PP 49.08 49.08 49.08 48.94
S1 48.68 48.68 49.14 48.41
S2 48.14 48.14 49.06
S3 47.20 47.74 48.97
S4 46.26 46.80 48.71
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 48.53 4.48 9.1% 1.84 3.7% 16% False True 35,129
10 53.01 46.25 6.76 13.7% 1.95 4.0% 44% False False 35,751
20 53.01 46.25 6.76 13.7% 1.73 3.5% 44% False False 29,922
40 53.08 41.25 11.83 24.0% 2.03 4.1% 67% False False 27,864
60 53.88 41.25 12.63 25.7% 1.77 3.6% 63% False False 23,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 53.47
2.618 51.93
1.618 50.99
1.000 50.41
0.618 50.05
HIGH 49.47
0.618 49.11
0.500 49.00
0.382 48.89
LOW 48.53
0.618 47.95
1.000 47.59
1.618 47.01
2.618 46.07
4.250 44.54
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 49.15 50.40
PP 49.08 50.01
S1 49.00 49.62

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

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