NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 51.12 52.57 1.45 2.8% 48.12
High 52.55 53.35 0.80 1.5% 53.35
Low 50.69 51.86 1.17 2.3% 48.12
Close 52.12 52.25 0.13 0.2% 52.25
Range 1.86 1.49 -0.37 -19.9% 5.23
ATR 1.73 1.71 -0.02 -1.0% 0.00
Volume 12,256 15,840 3,584 29.2% 57,974
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.96 56.09 53.07
R3 55.47 54.60 52.66
R2 53.98 53.98 52.52
R1 53.11 53.11 52.39 52.80
PP 52.49 52.49 52.49 52.33
S1 51.62 51.62 52.11 51.31
S2 51.00 51.00 51.98
S3 49.51 50.13 51.84
S4 48.02 48.64 51.43
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.93 64.82 55.13
R3 61.70 59.59 53.69
R2 56.47 56.47 53.21
R1 54.36 54.36 52.73 55.42
PP 51.24 51.24 51.24 51.77
S1 49.13 49.13 51.77 50.19
S2 46.01 46.01 51.29
S3 40.78 43.90 50.81
S4 35.55 38.67 49.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.35 48.12 5.23 10.0% 1.80 3.5% 79% True False 11,594
10 53.35 46.83 6.52 12.5% 1.56 3.0% 83% True False 10,225
20 53.35 46.83 6.52 12.5% 1.53 2.9% 83% True False 9,812
40 53.50 41.93 11.57 22.1% 1.77 3.4% 89% False False 8,684
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.68
2.618 57.25
1.618 55.76
1.000 54.84
0.618 54.27
HIGH 53.35
0.618 52.78
0.500 52.61
0.382 52.43
LOW 51.86
0.618 50.94
1.000 50.37
1.618 49.45
2.618 47.96
4.250 45.53
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 52.61 52.17
PP 52.49 52.10
S1 52.37 52.02

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

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