NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 44.74 43.78 -0.96 -2.1% 47.72
High 44.94 43.91 -1.03 -2.3% 47.91
Low 43.64 42.58 -1.06 -2.4% 44.20
Close 43.98 43.20 -0.78 -1.8% 44.60
Range 1.30 1.33 0.03 2.3% 3.71
ATR 1.75 1.72 -0.02 -1.4% 0.00
Volume 302,084 370,825 68,741 22.8% 1,870,523
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 47.22 46.54 43.93
R3 45.89 45.21 43.57
R2 44.56 44.56 43.44
R1 43.88 43.88 43.32 43.56
PP 43.23 43.23 43.23 43.07
S1 42.55 42.55 43.08 42.23
S2 41.90 41.90 42.96
S3 40.57 41.22 42.83
S4 39.24 39.89 42.47
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.70 54.36 46.64
R3 52.99 50.65 45.62
R2 49.28 49.28 45.28
R1 46.94 46.94 44.94 46.26
PP 45.57 45.57 45.57 45.23
S1 43.23 43.23 44.26 42.55
S2 41.86 41.86 43.92
S3 38.15 39.52 43.58
S4 34.44 35.81 42.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.10 42.58 3.52 8.1% 1.32 3.1% 18% False True 357,303
10 47.97 42.58 5.39 12.5% 1.36 3.1% 12% False True 329,655
20 51.42 42.58 8.84 20.5% 1.75 4.1% 7% False True 263,269
40 51.42 42.58 8.84 20.5% 1.91 4.4% 7% False True 185,844
60 51.42 39.22 12.20 28.2% 1.93 4.5% 33% False False 158,796
80 55.70 39.22 16.48 38.1% 1.86 4.3% 24% False False 135,315
100 63.12 39.22 23.90 55.3% 1.79 4.1% 17% False False 117,776
120 64.39 39.22 25.17 58.3% 1.77 4.1% 16% False False 106,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.56
2.618 47.39
1.618 46.06
1.000 45.24
0.618 44.73
HIGH 43.91
0.618 43.40
0.500 43.25
0.382 43.09
LOW 42.58
0.618 41.76
1.000 41.25
1.618 40.43
2.618 39.10
4.250 36.93
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 43.25 44.17
PP 43.23 43.84
S1 43.22 43.52

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

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