NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 47.56 48.25 0.69 1.5% 47.95
High 48.22 49.61 1.39 2.9% 50.13
Low 47.42 47.46 0.04 0.1% 47.30
Close 47.91 47.46 -0.45 -0.9% 48.67
Range 0.80 2.15 1.35 168.8% 2.83
ATR 1.65 1.69 0.04 2.2% 0.00
Volume 5,043 11,846 6,803 134.9% 48,986
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.63 53.19 48.64
R3 52.48 51.04 48.05
R2 50.33 50.33 47.85
R1 48.89 48.89 47.66 48.54
PP 48.18 48.18 48.18 48.00
S1 46.74 46.74 47.26 46.39
S2 46.03 46.03 47.07
S3 43.88 44.59 46.87
S4 41.73 42.44 46.28
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.19 55.76 50.23
R3 54.36 52.93 49.45
R2 51.53 51.53 49.19
R1 50.10 50.10 48.93 50.82
PP 48.70 48.70 48.70 49.06
S1 47.27 47.27 48.41 47.99
S2 45.87 45.87 48.15
S3 43.04 44.44 47.89
S4 40.21 41.61 47.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.61 47.14 2.47 5.2% 1.21 2.5% 13% True False 9,094
10 50.13 47.14 2.99 6.3% 1.45 3.1% 11% False False 8,792
20 51.37 47.14 4.23 8.9% 1.52 3.2% 8% False False 8,046
40 53.50 41.93 11.57 24.4% 1.69 3.6% 48% False False 8,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.75
2.618 55.24
1.618 53.09
1.000 51.76
0.618 50.94
HIGH 49.61
0.618 48.79
0.500 48.54
0.382 48.28
LOW 47.46
0.618 46.13
1.000 45.31
1.618 43.98
2.618 41.83
4.250 38.32
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 48.54 48.42
PP 48.18 48.10
S1 47.82 47.78

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

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