NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 47.27 46.25 -1.02 -2.2% 49.51
High 47.49 46.52 -0.97 -2.0% 50.13
Low 45.85 45.23 -0.62 -1.4% 45.23
Close 45.89 45.55 -0.34 -0.7% 47.26
Range 1.64 1.29 -0.35 -21.3% 4.90
ATR 1.95 1.91 -0.05 -2.4% 0.00
Volume 125,840 30,638 -95,202 -75.7% 1,791,359
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.64 48.88 46.26
R3 48.35 47.59 45.90
R2 47.06 47.06 45.79
R1 46.30 46.30 45.67 46.04
PP 45.77 45.77 45.77 45.63
S1 45.01 45.01 45.43 44.75
S2 44.48 44.48 45.31
S3 43.19 43.72 45.20
S4 41.90 42.43 44.84
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.24 59.65 49.96
R3 57.34 54.75 48.61
R2 52.44 52.44 48.16
R1 49.85 49.85 47.71 48.70
PP 47.54 47.54 47.54 46.96
S1 44.95 44.95 46.81 43.80
S2 42.64 42.64 46.36
S3 37.74 40.05 45.91
S4 32.84 35.15 44.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.50 45.23 2.27 5.0% 1.42 3.1% 14% False True 214,757
10 50.92 45.23 5.69 12.5% 1.82 4.0% 6% False True 351,376
20 50.92 43.71 7.21 15.8% 1.86 4.1% 26% False False 360,356
40 50.92 38.85 12.07 26.5% 2.19 4.8% 56% False False 272,304
60 50.92 38.51 12.41 27.2% 1.99 4.4% 57% False False 206,775
80 60.65 38.51 22.14 48.6% 1.92 4.2% 32% False False 161,148
100 62.87 38.51 24.36 53.5% 1.82 4.0% 29% False False 132,964
120 65.03 38.51 26.52 58.2% 1.79 3.9% 27% False False 113,138
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.00
2.618 49.90
1.618 48.61
1.000 47.81
0.618 47.32
HIGH 46.52
0.618 46.03
0.500 45.88
0.382 45.72
LOW 45.23
0.618 44.43
1.000 43.94
1.618 43.14
2.618 41.85
4.250 39.75
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 45.88 46.37
PP 45.77 46.09
S1 45.66 45.82

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

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