NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 46.39 48.64 2.25 4.9% 50.28
High 49.06 49.50 0.44 0.9% 50.28
Low 46.23 48.15 1.92 4.2% 47.34
Close 48.88 48.89 0.01 0.0% 47.61
Range 2.83 1.35 -1.48 -52.3% 2.94
ATR 1.55 1.53 -0.01 -0.9% 0.00
Volume 22,730 16,923 -5,807 -25.5% 78,729
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.90 52.24 49.63
R3 51.55 50.89 49.26
R2 50.20 50.20 49.14
R1 49.54 49.54 49.01 49.87
PP 48.85 48.85 48.85 49.01
S1 48.19 48.19 48.77 48.52
S2 47.50 47.50 48.64
S3 46.15 46.84 48.52
S4 44.80 45.49 48.15
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 49.50 45.79 3.71 7.6% 1.56 3.2% 84% True False 16,899
10 50.43 45.79 4.64 9.5% 1.30 2.7% 67% False False 15,636
20 53.35 45.79 7.56 15.5% 1.49 3.1% 41% False False 13,433
40 53.35 45.79 7.56 15.5% 1.51 3.1% 41% False False 10,739
60 53.50 41.93 11.57 23.7% 1.62 3.3% 60% False False 9,917
Crabel Price Patterns
NR True
NR4 False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.24
2.618 53.03
1.618 51.68
1.000 50.85
0.618 50.33
HIGH 49.50
0.618 48.98
0.500 48.83
0.382 48.67
LOW 48.15
0.618 47.32
1.000 46.80
1.618 45.97
2.618 44.62
4.250 42.41
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 48.87 48.48
PP 48.85 48.06
S1 48.83 47.65

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

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