NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 48.78 49.33 0.55 1.1% 48.60
High 49.70 52.00 2.30 4.6% 49.90
Low 48.72 49.33 0.61 1.3% 47.15
Close 49.60 51.72 2.12 4.3% 48.60
Range 0.98 2.67 1.69 172.4% 2.75
ATR 1.71 1.78 0.07 4.0% 0.00
Volume 4,792 7,344 2,552 53.3% 28,072
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 59.03 58.04 53.19
R3 56.36 55.37 52.45
R2 53.69 53.69 52.21
R1 52.70 52.70 51.96 53.20
PP 51.02 51.02 51.02 51.26
S1 50.03 50.03 51.48 50.53
S2 48.35 48.35 51.23
S3 45.68 47.36 50.99
S4 43.01 44.69 50.25
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.80 55.45 50.11
R3 54.05 52.70 49.36
R2 51.30 51.30 49.10
R1 49.95 49.95 48.85 49.98
PP 48.55 48.55 48.55 48.56
S1 47.20 47.20 48.35 47.23
S2 45.80 45.80 48.10
S3 43.05 44.45 47.84
S4 40.30 41.70 47.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.00 47.15 4.85 9.4% 1.66 3.2% 94% True False 6,214
10 52.00 47.15 4.85 9.4% 1.43 2.8% 94% True False 5,962
20 52.00 47.15 4.85 9.4% 1.41 2.7% 94% True False 5,039
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 0.26
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 63.35
2.618 58.99
1.618 56.32
1.000 54.67
0.618 53.65
HIGH 52.00
0.618 50.98
0.500 50.67
0.382 50.35
LOW 49.33
0.618 47.68
1.000 46.66
1.618 45.01
2.618 42.34
4.250 37.98
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 51.37 51.01
PP 51.02 50.29
S1 50.67 49.58

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

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