NYMEX Light Sweet Crude Oil Future June 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 48.57 47.97 -0.60 -1.2% 50.89
High 48.92 47.99 -0.93 -1.9% 51.01
Low 47.81 46.81 -1.00 -2.1% 48.38
Close 48.10 47.23 -0.87 -1.8% 48.56
Range 1.11 1.18 0.07 6.3% 2.63
ATR 1.46 1.45 -0.01 -0.8% 0.00
Volume 18,288 27,429 9,141 50.0% 118,688
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.88 50.24 47.88
R3 49.70 49.06 47.55
R2 48.52 48.52 47.45
R1 47.88 47.88 47.34 47.61
PP 47.34 47.34 47.34 47.21
S1 46.70 46.70 47.12 46.43
S2 46.16 46.16 47.01
S3 44.98 45.52 46.91
S4 43.80 44.34 46.58
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.21 55.51 50.01
R3 54.58 52.88 49.28
R2 51.95 51.95 49.04
R1 50.25 50.25 48.80 49.79
PP 49.32 49.32 49.32 49.08
S1 47.62 47.62 48.32 47.16
S2 46.69 46.69 48.08
S3 44.06 44.99 47.84
S4 41.43 42.36 47.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.71 46.81 2.90 6.1% 1.11 2.4% 14% False True 22,249
10 51.17 46.81 4.36 9.2% 1.12 2.4% 10% False True 22,751
20 53.77 46.81 6.96 14.7% 1.49 3.2% 6% False True 28,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.01
2.618 51.08
1.618 49.90
1.000 49.17
0.618 48.72
HIGH 47.99
0.618 47.54
0.500 47.40
0.382 47.26
LOW 46.81
0.618 46.08
1.000 45.63
1.618 44.90
2.618 43.72
4.250 41.80
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 47.40 48.26
PP 47.34 47.92
S1 47.29 47.57

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

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