NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 46.85 46.39 -0.46 -1.0% 50.28
High 46.85 49.06 2.21 4.7% 50.28
Low 45.79 46.23 0.44 1.0% 47.34
Close 46.26 48.88 2.62 5.7% 47.61
Range 1.06 2.83 1.77 167.0% 2.94
ATR 1.45 1.55 0.10 6.8% 0.00
Volume 12,426 22,730 10,304 82.9% 78,729
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.55 55.54 50.44
R3 53.72 52.71 49.66
R2 50.89 50.89 49.40
R1 49.88 49.88 49.14 50.39
PP 48.06 48.06 48.06 48.31
S1 47.05 47.05 48.62 47.56
S2 45.23 45.23 48.36
S3 42.40 44.22 48.10
S4 39.57 41.39 47.32
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 49.06 45.79 3.27 6.7% 1.46 3.0% 94% True False 17,099
10 50.43 45.79 4.64 9.5% 1.30 2.7% 67% False False 15,184
20 53.35 45.79 7.56 15.5% 1.53 3.1% 41% False False 13,179
40 53.35 45.79 7.56 15.5% 1.54 3.1% 41% False False 10,536
60 53.50 41.93 11.57 23.7% 1.62 3.3% 60% False False 9,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 61.09
2.618 56.47
1.618 53.64
1.000 51.89
0.618 50.81
HIGH 49.06
0.618 47.98
0.500 47.65
0.382 47.31
LOW 46.23
0.618 44.48
1.000 43.40
1.618 41.65
2.618 38.82
4.250 34.20
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 48.47 48.40
PP 48.06 47.91
S1 47.65 47.43

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

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