NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 47.84 47.02 -0.82 -1.7% 49.69
High 48.03 47.32 -0.71 -1.5% 49.69
Low 46.64 46.14 -0.50 -1.1% 46.64
Close 46.98 46.42 -0.56 -1.2% 46.98
Range 1.39 1.18 -0.21 -15.1% 3.05
ATR 1.62 1.58 -0.03 -1.9% 0.00
Volume 37,705 34,513 -3,192 -8.5% 182,748
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.17 49.47 47.07
R3 48.99 48.29 46.74
R2 47.81 47.81 46.64
R1 47.11 47.11 46.53 46.87
PP 46.63 46.63 46.63 46.51
S1 45.93 45.93 46.31 45.69
S2 45.45 45.45 46.20
S3 44.27 44.75 46.10
S4 43.09 43.57 45.77
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 48.81 46.14 2.67 5.8% 1.13 2.4% 10% False True 37,234
10 50.62 46.14 4.48 9.7% 1.25 2.7% 6% False True 33,031
20 53.01 46.14 6.87 14.8% 1.58 3.4% 4% False True 33,560
40 53.08 46.14 6.94 15.0% 1.84 4.0% 4% False True 29,417
60 53.08 41.25 11.83 25.5% 1.77 3.8% 44% False False 26,821
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.34
2.618 50.41
1.618 49.23
1.000 48.50
0.618 48.05
HIGH 47.32
0.618 46.87
0.500 46.73
0.382 46.59
LOW 46.14
0.618 45.41
1.000 44.96
1.618 44.23
2.618 43.05
4.250 41.13
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 46.73 47.16
PP 46.63 46.91
S1 46.52 46.67

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

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