NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 46.74 49.50 2.76 5.9% 45.94
High 49.58 50.22 0.64 1.3% 47.54
Low 46.26 48.29 2.03 4.4% 44.45
Close 49.02 48.40 -0.62 -1.3% 46.00
Range 3.32 1.93 -1.39 -41.9% 3.09
ATR 2.04 2.04 -0.01 -0.4% 0.00
Volume 175,112 251,003 75,891 43.3% 635,224
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.76 53.51 49.46
R3 52.83 51.58 48.93
R2 50.90 50.90 48.75
R1 49.65 49.65 48.58 49.31
PP 48.97 48.97 48.97 48.80
S1 47.72 47.72 48.22 47.38
S2 47.04 47.04 48.05
S3 45.11 45.79 47.87
S4 43.18 43.86 47.34
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 50.22 44.45 5.77 11.9% 2.25 4.6% 68% True False 173,108
10 50.22 44.31 5.91 12.2% 1.79 3.7% 69% True False 140,527
20 50.22 44.31 5.91 12.2% 1.86 3.8% 69% True False 119,856
40 50.89 39.22 11.67 24.1% 2.10 4.3% 79% False False 119,096
60 55.30 39.22 16.08 33.2% 1.90 3.9% 57% False False 101,920
80 62.98 39.22 23.76 49.1% 1.86 3.9% 39% False False 90,034
100 63.39 39.22 24.17 49.9% 1.81 3.7% 38% False False 82,011
120 65.38 39.22 26.16 54.0% 1.77 3.7% 35% False False 77,291
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.42
2.618 55.27
1.618 53.34
1.000 52.15
0.618 51.41
HIGH 50.22
0.618 49.48
0.500 49.26
0.382 49.03
LOW 48.29
0.618 47.10
1.000 46.36
1.618 45.17
2.618 43.24
4.250 40.09
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 49.26 48.25
PP 48.97 48.10
S1 48.69 47.95

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

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