NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 48.57 48.09 -0.48 -1.0% 52.54
High 48.60 48.67 0.07 0.1% 52.54
Low 47.68 47.84 0.16 0.3% 48.45
Close 47.94 48.20 0.26 0.5% 50.25
Range 0.92 0.83 -0.09 -9.8% 4.09
ATR 1.54 1.49 -0.05 -3.3% 0.00
Volume 12,224 17,923 5,699 46.6% 53,040
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.73 50.29 48.66
R3 49.90 49.46 48.43
R2 49.07 49.07 48.35
R1 48.63 48.63 48.28 48.85
PP 48.24 48.24 48.24 48.35
S1 47.80 47.80 48.12 48.02
S2 47.41 47.41 48.05
S3 46.58 46.97 47.97
S4 45.75 46.14 47.74
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% 1.04 2.2% 19% False False 14,374
10 53.35 47.68 5.67 11.8% 1.30 2.7% 9% False False 13,009
20 53.35 46.83 6.52 13.5% 1.40 2.9% 21% False False 11,481
40 53.50 43.84 9.66 20.0% 1.80 3.7% 45% False False 9,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.20
2.618 50.84
1.618 50.01
1.000 49.50
0.618 49.18
HIGH 48.67
0.618 48.35
0.500 48.26
0.382 48.16
LOW 47.84
0.618 47.33
1.000 47.01
1.618 46.50
2.618 45.67
4.250 44.31
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 48.26 48.51
PP 48.24 48.40
S1 48.22 48.30

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

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