NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 45.75 48.28 2.53 5.5% 49.69
High 48.51 48.98 0.47 1.0% 49.69
Low 45.49 47.55 2.06 4.5% 46.64
Close 48.29 48.31 0.02 0.0% 46.98
Range 3.02 1.43 -1.59 -52.6% 3.05
ATR 1.67 1.65 -0.02 -1.0% 0.00
Volume 38,012 39,037 1,025 2.7% 182,748
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.57 51.87 49.10
R3 51.14 50.44 48.70
R2 49.71 49.71 48.57
R1 49.01 49.01 48.44 49.36
PP 48.28 48.28 48.28 48.46
S1 47.58 47.58 48.18 47.93
S2 46.85 46.85 48.05
S3 45.42 46.15 47.92
S4 43.99 44.72 47.52
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 48.98 45.07 3.91 8.1% 1.65 3.4% 83% True False 36,547
10 49.96 45.07 4.89 10.1% 1.39 2.9% 66% False False 35,634
20 53.01 45.07 7.94 16.4% 1.64 3.4% 41% False False 35,539
40 53.01 45.07 7.94 16.4% 1.65 3.4% 41% False False 29,660
60 53.08 41.25 11.83 24.5% 1.80 3.7% 60% False False 28,006
80 56.63 41.25 15.38 31.8% 1.68 3.5% 46% False False 23,695
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.06
2.618 52.72
1.618 51.29
1.000 50.41
0.618 49.86
HIGH 48.98
0.618 48.43
0.500 48.27
0.382 48.10
LOW 47.55
0.618 46.67
1.000 46.12
1.618 45.24
2.618 43.81
4.250 41.47
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 48.30 47.88
PP 48.28 47.45
S1 48.27 47.03

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

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