NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 48.33 47.48 -0.85 -1.8% 50.25
High 48.50 47.48 -1.02 -2.1% 50.35
Low 47.33 46.46 -0.87 -1.8% 48.00
Close 47.63 46.78 -0.85 -1.8% 48.13
Range 1.17 1.02 -0.15 -12.8% 2.35
ATR 1.38 1.36 -0.01 -1.1% 0.00
Volume 5,069 8,223 3,154 62.2% 41,695
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.97 49.39 47.34
R3 48.95 48.37 47.06
R2 47.93 47.93 46.97
R1 47.35 47.35 46.87 47.13
PP 46.91 46.91 46.91 46.80
S1 46.33 46.33 46.69 46.11
S2 45.89 45.89 46.59
S3 44.87 45.31 46.50
S4 43.85 44.29 46.22
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.88 54.35 49.42
R3 53.53 52.00 48.78
R2 51.18 51.18 48.56
R1 49.65 49.65 48.35 49.24
PP 48.83 48.83 48.83 48.62
S1 47.30 47.30 47.91 46.89
S2 46.48 46.48 47.70
S3 44.13 44.95 47.48
S4 41.78 42.60 46.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.25 46.46 2.79 6.0% 1.02 2.2% 11% False True 7,833
10 50.69 46.46 4.23 9.0% 0.97 2.1% 8% False True 7,731
20 53.22 46.46 6.76 14.5% 1.27 2.7% 5% False True 8,505
40 53.22 46.46 6.76 14.5% 1.39 3.0% 5% False True 6,593
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.82
2.618 50.15
1.618 49.13
1.000 48.50
0.618 48.11
HIGH 47.48
0.618 47.09
0.500 46.97
0.382 46.85
LOW 46.46
0.618 45.83
1.000 45.44
1.618 44.81
2.618 43.79
4.250 42.13
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 46.97 47.86
PP 46.91 47.50
S1 46.84 47.14

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

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