NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 47.46 46.69 -0.77 -1.6% 45.65
High 48.43 46.96 -1.47 -3.0% 50.92
Low 46.44 45.94 -0.50 -1.1% 45.21
Close 46.66 46.64 -0.02 0.0% 49.63
Range 1.99 1.02 -0.97 -48.7% 5.71
ATR 2.12 2.04 -0.08 -3.7% 0.00
Volume 465,388 348,241 -117,147 -25.2% 2,342,090
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.57 49.13 47.20
R3 48.55 48.11 46.92
R2 47.53 47.53 46.83
R1 47.09 47.09 46.73 46.80
PP 46.51 46.51 46.51 46.37
S1 46.07 46.07 46.55 45.78
S2 45.49 45.49 46.45
S3 44.47 45.05 46.36
S4 43.45 44.03 46.08
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 65.72 63.38 52.77
R3 60.01 57.67 51.20
R2 54.30 54.30 50.68
R1 51.96 51.96 50.15 53.13
PP 48.59 48.59 48.59 49.17
S1 46.25 46.25 49.11 47.42
S2 42.88 42.88 48.58
S3 37.17 40.54 48.06
S4 31.46 34.83 46.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.92 45.94 4.98 10.7% 2.03 4.4% 14% False True 448,146
10 50.92 43.97 6.95 14.9% 2.16 4.6% 38% False False 446,410
20 50.92 43.71 7.21 15.5% 1.93 4.1% 41% False False 383,849
40 50.92 38.51 12.41 26.6% 2.23 4.8% 66% False False 263,951
60 51.75 38.51 13.24 28.4% 1.98 4.2% 61% False False 196,471
80 62.41 38.51 23.90 51.2% 1.91 4.1% 34% False False 152,999
100 62.87 38.51 24.36 52.2% 1.84 3.9% 33% False False 126,342
120 65.03 38.51 26.52 56.9% 1.78 3.8% 31% False False 107,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 51.30
2.618 49.63
1.618 48.61
1.000 47.98
0.618 47.59
HIGH 46.96
0.618 46.57
0.500 46.45
0.382 46.33
LOW 45.94
0.618 45.31
1.000 44.92
1.618 44.29
2.618 43.27
4.250 41.61
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 46.58 48.04
PP 46.51 47.57
S1 46.45 47.11

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

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