NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 49.42 49.69 0.27 0.5% 51.75
High 49.96 49.69 -0.27 -0.5% 52.26
Low 48.82 48.25 -0.57 -1.2% 47.90
Close 49.78 48.29 -1.49 -3.0% 49.78
Range 1.14 1.44 0.30 26.3% 4.36
ATR 1.79 1.77 -0.02 -1.0% 0.00
Volume 28,567 31,089 2,522 8.8% 141,451
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.06 52.12 49.08
R3 51.62 50.68 48.69
R2 50.18 50.18 48.55
R1 49.24 49.24 48.42 48.99
PP 48.74 48.74 48.74 48.62
S1 47.80 47.80 48.16 47.55
S2 47.30 47.30 48.03
S3 45.86 46.36 47.89
S4 44.42 44.92 47.50
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 63.06 60.78 52.18
R3 58.70 56.42 50.98
R2 54.34 54.34 50.58
R1 52.06 52.06 50.18 51.02
PP 49.98 49.98 49.98 49.46
S1 47.70 47.70 49.38 46.66
S2 45.62 45.62 48.98
S3 41.26 43.34 48.58
S4 36.90 38.98 47.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.62 47.90 2.72 5.6% 1.37 2.8% 14% False False 28,828
10 53.01 47.90 5.11 10.6% 1.81 3.8% 8% False False 34,727
20 53.01 46.25 6.76 14.0% 1.67 3.5% 30% False False 31,098
40 53.08 41.25 11.83 24.5% 2.02 4.2% 60% False False 27,847
60 53.08 41.25 11.83 24.5% 1.78 3.7% 60% False False 24,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.81
2.618 53.46
1.618 52.02
1.000 51.13
0.618 50.58
HIGH 49.69
0.618 49.14
0.500 48.97
0.382 48.80
LOW 48.25
0.618 47.36
1.000 46.81
1.618 45.92
2.618 44.48
4.250 42.13
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 48.97 48.93
PP 48.74 48.72
S1 48.52 48.50

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

View Archives - Comment on this page... - Back to Index of Symbols