NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 50.28 48.96 -1.32 -2.6% 52.54
High 50.28 49.33 -0.95 -1.9% 52.54
Low 48.77 48.44 -0.33 -0.7% 48.45
Close 48.80 48.92 0.12 0.2% 50.25
Range 1.51 0.89 -0.62 -41.1% 4.09
ATR 1.61 1.56 -0.05 -3.2% 0.00
Volume 12,840 18,227 5,387 42.0% 53,040
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.57 51.13 49.41
R3 50.68 50.24 49.16
R2 49.79 49.79 49.08
R1 49.35 49.35 49.00 49.13
PP 48.90 48.90 48.90 48.78
S1 48.46 48.46 48.84 48.24
S2 48.01 48.01 48.76
S3 47.12 47.57 48.68
S4 46.23 46.68 48.43
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.68 60.56 52.50
R3 58.59 56.47 51.37
R2 54.50 54.50 51.00
R1 52.38 52.38 50.62 51.40
PP 50.41 50.41 50.41 49.92
S1 48.29 48.29 49.88 47.31
S2 46.32 46.32 49.50
S3 42.23 44.20 49.13
S4 38.14 40.11 48.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.43 48.44 1.99 4.1% 1.11 2.3% 24% False True 12,473
10 53.35 48.44 4.91 10.0% 1.47 3.0% 10% False True 12,544
20 53.35 46.83 6.52 13.3% 1.49 3.0% 32% False False 11,177
40 53.50 42.47 11.03 22.5% 1.81 3.7% 58% False False 9,439
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.11
2.618 51.66
1.618 50.77
1.000 50.22
0.618 49.88
HIGH 49.33
0.618 48.99
0.500 48.89
0.382 48.78
LOW 48.44
0.618 47.89
1.000 47.55
1.618 47.00
2.618 46.11
4.250 44.66
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 48.91 49.44
PP 48.90 49.26
S1 48.89 49.09

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

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