NYMEX Light Sweet Crude Oil Future November 2015


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 46.69 46.28 -0.41 -0.9% 45.65
High 46.96 47.02 0.06 0.1% 50.92
Low 45.94 45.23 -0.71 -1.5% 45.21
Close 46.64 46.38 -0.26 -0.6% 49.63
Range 1.02 1.79 0.77 75.5% 5.71
ATR 2.04 2.03 -0.02 -0.9% 0.00
Volume 348,241 370,940 22,699 6.5% 2,342,090
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.58 50.77 47.36
R3 49.79 48.98 46.87
R2 48.00 48.00 46.71
R1 47.19 47.19 46.54 47.60
PP 46.21 46.21 46.21 46.41
S1 45.40 45.40 46.22 45.81
S2 44.42 44.42 46.05
S3 42.63 43.61 45.89
S4 40.84 41.82 45.40
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 45.23 5.69 12.3% 1.93 4.2% 20% False True 420,382
10 50.92 43.97 6.95 15.0% 2.09 4.5% 35% False False 435,606
20 50.92 43.71 7.21 15.5% 1.95 4.2% 37% False False 391,304
40 50.92 38.51 12.41 26.8% 2.22 4.8% 63% False False 270,789
60 50.92 38.51 12.41 26.8% 1.98 4.3% 63% False False 202,223
80 62.41 38.51 23.90 51.5% 1.91 4.1% 33% False False 157,301
100 62.87 38.51 24.36 52.5% 1.84 4.0% 32% False False 129,938
120 65.03 38.51 26.52 57.2% 1.79 3.9% 30% False False 110,490
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.63
2.618 51.71
1.618 49.92
1.000 48.81
0.618 48.13
HIGH 47.02
0.618 46.34
0.500 46.13
0.382 45.91
LOW 45.23
0.618 44.12
1.000 43.44
1.618 42.33
2.618 40.54
4.250 37.62
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 46.30 46.83
PP 46.21 46.68
S1 46.13 46.53

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

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