NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 45.85 45.54 -0.31 -0.7% 45.94
High 47.54 46.27 -1.27 -2.7% 47.54
Low 45.11 44.45 -0.66 -1.5% 44.45
Close 45.22 46.00 0.78 1.7% 46.00
Range 2.43 1.82 -0.61 -25.1% 3.09
ATR 1.97 1.96 -0.01 -0.6% 0.00
Volume 157,451 157,132 -319 -0.2% 635,224
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.03 50.34 47.00
R3 49.21 48.52 46.50
R2 47.39 47.39 46.33
R1 46.70 46.70 46.17 47.05
PP 45.57 45.57 45.57 45.75
S1 44.88 44.88 45.83 45.23
S2 43.75 43.75 45.67
S3 41.93 43.06 45.50
S4 40.11 41.24 45.00
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.27 53.72 47.70
R3 52.18 50.63 46.85
R2 49.09 49.09 46.57
R1 47.54 47.54 46.28 48.32
PP 46.00 46.00 46.00 46.38
S1 44.45 44.45 45.72 45.23
S2 42.91 42.91 45.43
S3 39.82 41.36 45.15
S4 36.73 38.27 44.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.54 44.45 3.09 6.7% 1.60 3.5% 50% False True 127,044
10 47.75 44.31 3.44 7.5% 1.68 3.7% 49% False False 111,566
20 48.48 44.31 4.17 9.1% 1.81 3.9% 41% False False 105,866
40 50.89 39.22 11.67 25.4% 2.06 4.5% 58% False False 112,230
60 55.70 39.22 16.48 35.8% 1.88 4.1% 41% False False 95,708
80 62.98 39.22 23.76 51.7% 1.81 3.9% 29% False False 84,861
100 64.39 39.22 25.17 54.7% 1.79 3.9% 27% False False 77,978
120 65.38 39.22 26.16 56.9% 1.76 3.8% 26% False False 74,552
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.01
2.618 51.03
1.618 49.21
1.000 48.09
0.618 47.39
HIGH 46.27
0.618 45.57
0.500 45.36
0.382 45.15
LOW 44.45
0.618 43.33
1.000 42.63
1.618 41.51
2.618 39.69
4.250 36.72
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 45.79 46.00
PP 45.57 46.00
S1 45.36 46.00

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

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