NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 48.09 48.42 0.33 0.7% 50.28
High 48.67 48.72 0.05 0.1% 50.28
Low 47.84 47.34 -0.50 -1.0% 47.34
Close 48.20 47.61 -0.59 -1.2% 47.61
Range 0.83 1.38 0.55 66.3% 2.94
ATR 1.49 1.48 -0.01 -0.5% 0.00
Volume 17,923 17,515 -408 -2.3% 78,729
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.03 51.20 48.37
R3 50.65 49.82 47.99
R2 49.27 49.27 47.86
R1 48.44 48.44 47.74 48.17
PP 47.89 47.89 47.89 47.75
S1 47.06 47.06 47.48 46.79
S2 46.51 46.51 47.36
S3 45.13 45.68 47.23
S4 43.75 44.30 46.85
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.23 55.36 49.23
R3 54.29 52.42 48.42
R2 51.35 51.35 48.15
R1 49.48 49.48 47.88 48.95
PP 48.41 48.41 48.41 48.14
S1 46.54 46.54 47.34 46.01
S2 45.47 45.47 47.07
S3 42.53 43.60 46.80
S4 39.59 40.66 45.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.28 47.34 2.94 6.2% 1.11 2.3% 9% False True 15,745
10 52.54 47.34 5.20 10.9% 1.29 2.7% 5% False True 13,176
20 53.35 46.83 6.52 13.7% 1.42 3.0% 12% False False 11,701
40 53.50 46.60 6.90 14.5% 1.75 3.7% 15% False False 10,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.59
2.618 52.33
1.618 50.95
1.000 50.10
0.618 49.57
HIGH 48.72
0.618 48.19
0.500 48.03
0.382 47.87
LOW 47.34
0.618 46.49
1.000 45.96
1.618 45.11
2.618 43.73
4.250 41.48
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 48.03 48.03
PP 47.89 47.89
S1 47.75 47.75

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

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