NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 48.96 48.57 -0.39 -0.8% 52.54
High 49.33 48.60 -0.73 -1.5% 52.54
Low 48.44 47.68 -0.76 -1.6% 48.45
Close 48.92 47.94 -0.98 -2.0% 50.25
Range 0.89 0.92 0.03 3.4% 4.09
ATR 1.56 1.54 -0.02 -1.5% 0.00
Volume 18,227 12,224 -6,003 -32.9% 53,040
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.83 50.31 48.45
R3 49.91 49.39 48.19
R2 48.99 48.99 48.11
R1 48.47 48.47 48.02 48.27
PP 48.07 48.07 48.07 47.98
S1 47.55 47.55 47.86 47.35
S2 47.15 47.15 47.77
S3 46.23 46.63 47.69
S4 45.31 45.71 47.43
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 47.68 2.75 5.7% 1.14 2.4% 9% False True 13,270
10 53.35 47.68 5.67 11.8% 1.40 2.9% 5% False True 12,442
20 53.35 46.83 6.52 13.6% 1.41 2.9% 17% False False 11,140
40 53.50 42.86 10.64 22.2% 1.80 3.8% 48% False False 9,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.51
2.618 51.01
1.618 50.09
1.000 49.52
0.618 49.17
HIGH 48.60
0.618 48.25
0.500 48.14
0.382 48.03
LOW 47.68
0.618 47.11
1.000 46.76
1.618 46.19
2.618 45.27
4.250 43.77
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 48.14 48.98
PP 48.07 48.63
S1 48.01 48.29

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

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