NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 47.97 47.20 -0.77 -1.6% 46.00
High 48.90 47.45 -1.45 -3.0% 51.42
Low 46.93 46.47 -0.46 -1.0% 45.67
Close 47.15 47.16 0.01 0.0% 50.14
Range 1.97 0.98 -0.99 -50.3% 5.75
ATR 2.10 2.02 -0.08 -3.8% 0.00
Volume 262,780 191,873 -70,907 -27.0% 1,073,949
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 49.97 49.54 47.70
R3 48.99 48.56 47.43
R2 48.01 48.01 47.34
R1 47.58 47.58 47.25 47.31
PP 47.03 47.03 47.03 46.89
S1 46.60 46.60 47.07 46.33
S2 46.05 46.05 46.98
S3 45.07 45.62 46.89
S4 44.09 44.64 46.62
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 46.47 4.95 10.5% 2.01 4.3% 14% False True 235,698
10 51.42 44.45 6.97 14.8% 2.13 4.5% 39% False False 204,403
20 51.42 44.31 7.11 15.1% 1.89 4.0% 40% False False 154,483
40 51.42 39.22 12.20 25.9% 2.20 4.7% 65% False False 134,772
60 52.42 39.22 13.20 28.0% 1.95 4.1% 60% False False 116,720
80 62.80 39.22 23.58 50.0% 1.89 4.0% 34% False False 101,947
100 63.12 39.22 23.90 50.7% 1.83 3.9% 33% False False 91,709
120 65.38 39.22 26.16 55.5% 1.79 3.8% 30% False False 84,877
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 51.62
2.618 50.02
1.618 49.04
1.000 48.43
0.618 48.06
HIGH 47.45
0.618 47.08
0.500 46.96
0.382 46.84
LOW 46.47
0.618 45.86
1.000 45.49
1.618 44.88
2.618 43.90
4.250 42.31
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 47.09 48.55
PP 47.03 48.09
S1 46.96 47.62

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

View Archives - Comment on this page... - Back to Index of Symbols