NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 49.28 48.88 -0.40 -0.8% 47.89
High 49.47 49.51 0.04 0.1% 53.01
Low 48.53 47.90 -0.63 -1.3% 47.63
Close 49.23 48.95 -0.28 -0.6% 51.88
Range 0.94 1.61 0.67 71.3% 5.38
ATR 1.85 1.84 -0.02 -0.9% 0.00
Volume 23,828 27,693 3,865 16.2% 201,762
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.62 52.89 49.84
R3 52.01 51.28 49.39
R2 50.40 50.40 49.25
R1 49.67 49.67 49.10 50.04
PP 48.79 48.79 48.79 48.97
S1 48.06 48.06 48.80 48.43
S2 47.18 47.18 48.65
S3 45.57 46.45 48.51
S4 43.96 44.84 48.06
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 47.90 5.11 10.4% 1.76 3.6% 21% False True 32,175
10 53.01 46.25 6.76 13.8% 1.89 3.9% 40% False False 35,443
20 53.01 46.25 6.76 13.8% 1.75 3.6% 40% False False 30,011
40 53.08 41.25 11.83 24.2% 2.02 4.1% 65% False False 27,867
60 53.08 41.25 11.83 24.2% 1.77 3.6% 65% False False 24,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.35
2.618 53.72
1.618 52.11
1.000 51.12
0.618 50.50
HIGH 49.51
0.618 48.89
0.500 48.71
0.382 48.52
LOW 47.90
0.618 46.91
1.000 46.29
1.618 45.30
2.618 43.69
4.250 41.06
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 48.87 49.26
PP 48.79 49.16
S1 48.71 49.05

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

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