NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	47.20	46.81	-0.39	-0.8%	46.00
High	47.45	47.53	0.08	0.2%	51.42
Low	46.47	45.79	-0.68	-1.5%	45.67
Close	47.16	46.87	-0.29	-0.6%	50.14
Range	0.98	1.74	0.76	77.6%	5.75
ATR	2.02	2.00	-0.02	-1.0%	0.00
Volume	191,873	276,935	85,062	44.3%	1,073,949

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.95	51.15	47.83
R3	50.21	49.41	47.35
R2	48.47	48.47	47.19
R1	47.67	47.67	47.03	48.07
PP	46.73	46.73	46.73	46.93
S1	45.93	45.93	46.71	46.33
S2	44.99	44.99	46.55
S3	43.25	44.19	46.39
S4	41.51	42.45	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	45.79	5.63	12.0%	1.90	4.1%	19%	False	True	240,823
10	51.42	44.45	6.97	14.9%	2.06	4.4%	35%	False	False	216,351
20	51.42	44.31	7.11	15.2%	1.91	4.1%	36%	False	False	161,195
40	51.42	39.22	12.20	26.0%	2.19	4.7%	63%	False	False	139,363
60	51.43	39.22	12.21	26.1%	1.95	4.2%	63%	False	False	120,489
80	62.80	39.22	23.58	50.3%	1.89	4.0%	32%	False	False	104,883
100	63.12	39.22	23.90	51.0%	1.83	3.9%	32%	False	False	94,104
120	65.38	39.22	26.16	55.8%	1.79	3.8%	29%	False	False	86,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.93
2.618	52.09
1.618	50.35
1.000	49.27
0.618	48.61
HIGH	47.53
0.618	46.87
0.500	46.66
0.382	46.45
LOW	45.79
0.618	44.71
1.000	44.05
1.618	42.97
2.618	41.23
4.250	38.40

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	46.80	47.35
PP	46.73	47.19
S1	46.66	47.03

Download as Excel Spreadsheet

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

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