NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 45.54 46.00 0.46 1.0% 45.94
High 46.27 47.42 1.15 2.5% 47.54
Low 44.45 45.67 1.22 2.7% 44.45
Close 46.00 46.75 0.75 1.6% 46.00
Range 1.82 1.75 -0.07 -3.8% 3.09
ATR 1.96 1.95 -0.02 -0.8% 0.00
Volume 157,132 124,845 -32,287 -20.5% 635,224
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.86 51.06 47.71
R3 50.11 49.31 47.23
R2 48.36 48.36 47.07
R1 47.56 47.56 46.91 47.96
PP 46.61 46.61 46.61 46.82
S1 45.81 45.81 46.59 46.21
S2 44.86 44.86 46.43
S3 43.11 44.06 46.27
S4 41.36 42.31 45.79
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 6.6% 1.71 3.6% 74% False False 129,037
10 47.75 44.31 3.44 7.4% 1.67 3.6% 71% False False 114,628
20 48.48 44.31 4.17 8.9% 1.82 3.9% 59% False False 106,169
40 50.89 39.22 11.67 25.0% 2.07 4.4% 65% False False 112,800
60 55.30 39.22 16.08 34.4% 1.88 4.0% 47% False False 96,703
80 62.98 39.22 23.76 50.8% 1.82 3.9% 32% False False 85,637
100 63.65 39.22 24.43 52.3% 1.79 3.8% 31% False False 78,770
120 65.38 39.22 26.16 56.0% 1.76 3.8% 29% False False 75,150
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 True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.86
2.618 52.00
1.618 50.25
1.000 49.17
0.618 48.50
HIGH 47.42
0.618 46.75
0.500 46.55
0.382 46.34
LOW 45.67
0.618 44.59
1.000 43.92
1.618 42.84
2.618 41.09
4.250 38.23
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 46.68 46.50
PP 46.61 46.25
S1 46.55 46.00

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

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