NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 47.41 47.84 0.43 0.9% 49.69
High 48.18 48.03 -0.15 -0.3% 49.69
Low 47.16 46.64 -0.52 -1.1% 46.64
Close 47.58 46.98 -0.60 -1.3% 46.98
Range 1.02 1.39 0.37 36.3% 3.05
ATR 1.63 1.62 -0.02 -1.1% 0.00
Volume 38,024 37,705 -319 -0.8% 182,748
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.39 50.57 47.74
R3 50.00 49.18 47.36
R2 48.61 48.61 47.23
R1 47.79 47.79 47.11 47.51
PP 47.22 47.22 47.22 47.07
S1 46.40 46.40 46.85 46.12
S2 45.83 45.83 46.73
S3 44.44 45.01 46.60
S4 43.05 43.62 46.22
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.92 55.00 48.66
R3 53.87 51.95 47.82
R2 50.82 50.82 47.54
R1 48.90 48.90 47.26 48.34
PP 47.77 47.77 47.77 47.49
S1 45.85 45.85 46.70 45.29
S2 44.72 44.72 46.42
S3 41.67 42.80 46.14
S4 38.62 39.75 45.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.69 46.64 3.05 6.5% 1.18 2.5% 11% False True 36,549
10 52.26 46.64 5.62 12.0% 1.42 3.0% 6% False True 32,419
20 53.01 46.25 6.76 14.4% 1.58 3.4% 11% False False 33,125
40 53.08 45.92 7.16 15.2% 1.91 4.1% 15% False False 29,330
60 53.08 41.25 11.83 25.2% 1.78 3.8% 48% False False 26,445
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.94
2.618 51.67
1.618 50.28
1.000 49.42
0.618 48.89
HIGH 48.03
0.618 47.50
0.500 47.34
0.382 47.17
LOW 46.64
0.618 45.78
1.000 45.25
1.618 44.39
2.618 43.00
4.250 40.73
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 47.34 47.41
PP 47.22 47.27
S1 47.10 47.12

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

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