NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 46.00 46.74 0.74 1.6% 45.94
High 47.42 49.58 2.16 4.6% 47.54
Low 45.67 46.26 0.59 1.3% 44.45
Close 46.75 49.02 2.27 4.9% 46.00
Range 1.75 3.32 1.57 89.7% 3.09
ATR 1.95 2.04 0.10 5.0% 0.00
Volume 124,845 175,112 50,267 40.3% 635,224
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.25 56.95 50.85
R3 54.93 53.63 49.93
R2 51.61 51.61 49.63
R1 50.31 50.31 49.32 50.96
PP 48.29 48.29 48.29 48.61
S1 46.99 46.99 48.72 47.64
S2 44.97 44.97 48.41
S3 41.65 43.67 48.11
S4 38.33 40.35 47.19
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 49.58 44.45 5.13 10.5% 2.10 4.3% 89% True False 146,244
10 49.58 44.31 5.27 10.8% 1.87 3.8% 89% True False 125,282
20 49.58 44.31 5.27 10.8% 1.87 3.8% 89% True False 111,348
40 50.89 39.22 11.67 23.8% 2.11 4.3% 84% False False 115,563
60 55.30 39.22 16.08 32.8% 1.90 3.9% 61% False False 98,658
80 62.98 39.22 23.76 48.5% 1.85 3.8% 41% False False 87,344
100 63.39 39.22 24.17 49.3% 1.81 3.7% 41% False False 79,922
120 65.38 39.22 26.16 53.4% 1.77 3.6% 37% False False 75,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 63.69
2.618 58.27
1.618 54.95
1.000 52.90
0.618 51.63
HIGH 49.58
0.618 48.31
0.500 47.92
0.382 47.53
LOW 46.26
0.618 44.21
1.000 42.94
1.618 40.89
2.618 37.57
4.250 32.15
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 48.65 48.35
PP 48.29 47.68
S1 47.92 47.02

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

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