NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 50.28 50.01 -0.27 -0.5% 46.00
High 51.42 50.63 -0.79 -1.5% 51.42
Low 49.69 47.54 -2.15 -4.3% 45.67
Close 50.14 47.61 -2.53 -5.0% 50.14
Range 1.73 3.09 1.36 78.6% 5.75
ATR 2.03 2.11 0.08 3.7% 0.00
Volume 271,679 200,850 -70,829 -26.1% 1,073,949
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.86 55.83 49.31
R3 54.77 52.74 48.46
R2 51.68 51.68 48.18
R1 49.65 49.65 47.89 49.12
PP 48.59 48.59 48.59 48.33
S1 46.56 46.56 47.33 46.03
S2 45.50 45.50 47.04
S3 42.41 43.47 46.76
S4 39.32 40.38 45.91
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.33 63.98 53.30
R3 60.58 58.23 51.72
R2 54.83 54.83 51.19
R1 52.48 52.48 50.67 53.66
PP 49.08 49.08 49.08 49.66
S1 46.73 46.73 49.61 47.91
S2 43.33 43.33 49.09
S3 37.58 40.98 48.56
S4 31.83 35.23 46.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.42 46.26 5.16 10.8% 2.47 5.2% 26% False False 229,990
10 51.42 44.45 6.97 14.6% 2.09 4.4% 45% False False 179,514
20 51.42 44.31 7.11 14.9% 1.93 4.0% 46% False False 143,159
40 51.42 39.22 12.20 25.6% 2.18 4.6% 69% False False 127,480
60 53.06 39.22 13.84 29.1% 1.94 4.1% 61% False False 110,635
80 62.80 39.22 23.58 49.5% 1.89 4.0% 36% False False 97,121
100 63.12 39.22 23.90 50.2% 1.84 3.9% 35% False False 88,109
120 65.38 39.22 26.16 54.9% 1.79 3.8% 32% False False 82,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.76
2.618 58.72
1.618 55.63
1.000 53.72
0.618 52.54
HIGH 50.63
0.618 49.45
0.500 49.09
0.382 48.72
LOW 47.54
0.618 45.63
1.000 44.45
1.618 42.54
2.618 39.45
4.250 34.41
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 49.09 49.48
PP 48.59 48.86
S1 48.10 48.23

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

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