NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 49.91 50.06 0.15 0.3% 48.78
High 50.07 50.22 0.15 0.3% 53.22
Low 49.40 48.89 -0.51 -1.0% 48.72
Close 50.07 49.82 -0.25 -0.5% 52.55
Range 0.67 1.33 0.66 98.5% 4.50
ATR 1.62 1.60 -0.02 -1.3% 0.00
Volume 6,534 10,141 3,607 55.2% 54,785
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.63 53.06 50.55
R3 52.30 51.73 50.19
R2 50.97 50.97 50.06
R1 50.40 50.40 49.94 50.02
PP 49.64 49.64 49.64 49.46
S1 49.07 49.07 49.70 48.69
S2 48.31 48.31 49.58
S3 46.98 47.74 49.45
S4 45.65 46.41 49.09
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 65.00 63.27 55.03
R3 60.50 58.77 53.79
R2 56.00 56.00 53.38
R1 54.27 54.27 52.96 55.14
PP 51.50 51.50 51.50 51.93
S1 49.77 49.77 52.14 50.64
S2 47.00 47.00 51.73
S3 42.50 45.27 51.31
S4 38.00 40.77 50.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.22 48.89 4.33 8.7% 1.24 2.5% 21% False True 10,393
10 53.22 47.15 6.07 12.2% 1.46 2.9% 44% False False 9,874
20 53.22 47.15 6.07 12.2% 1.39 2.8% 44% False False 7,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.87
2.618 53.70
1.618 52.37
1.000 51.55
0.618 51.04
HIGH 50.22
0.618 49.71
0.500 49.56
0.382 49.40
LOW 48.89
0.618 48.07
1.000 47.56
1.618 46.74
2.618 45.41
4.250 43.24
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 49.73 49.92
PP 49.64 49.89
S1 49.56 49.85

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

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