NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 46.06 45.74 -0.32 -0.7% 44.74
High 46.79 47.03 0.24 0.5% 47.03
Low 45.16 45.48 0.32 0.7% 42.58
Close 46.06 46.59 0.53 1.2% 46.59
Range 1.63 1.55 -0.08 -4.9% 4.45
ATR 1.81 1.79 -0.02 -1.0% 0.00
Volume 436,513 363,307 -73,206 -16.8% 1,994,247
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.02 50.35 47.44
R3 49.47 48.80 47.02
R2 47.92 47.92 46.87
R1 47.25 47.25 46.73 47.59
PP 46.37 46.37 46.37 46.53
S1 45.70 45.70 46.45 46.04
S2 44.82 44.82 46.31
S3 43.27 44.15 46.16
S4 41.72 42.60 45.74
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.75 57.12 49.04
R3 54.30 52.67 47.81
R2 49.85 49.85 47.41
R1 48.22 48.22 47.00 49.04
PP 45.40 45.40 45.40 45.81
S1 43.77 43.77 46.18 44.59
S2 40.95 40.95 45.77
S3 36.50 39.32 45.37
S4 32.05 34.87 44.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.03 42.58 4.45 9.6% 1.79 3.9% 90% True False 398,849
10 47.91 42.58 5.33 11.4% 1.58 3.4% 75% False False 386,477
20 51.42 42.58 8.84 19.0% 1.80 3.9% 45% False False 307,773
40 51.42 42.58 8.84 19.0% 1.80 3.9% 45% False False 206,820
60 51.42 39.22 12.20 26.2% 1.98 4.2% 60% False False 177,411
80 55.70 39.22 16.48 35.4% 1.86 4.0% 45% False False 148,724
100 62.98 39.22 23.76 51.0% 1.81 3.9% 31% False False 129,444
120 64.39 39.22 25.17 54.0% 1.79 3.8% 29% False False 116,277
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.62
2.618 51.09
1.618 49.54
1.000 48.58
0.618 47.99
HIGH 47.03
0.618 46.44
0.500 46.26
0.382 46.07
LOW 45.48
0.618 44.52
1.000 43.93
1.618 42.97
2.618 41.42
4.250 38.89
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 46.48 46.08
PP 46.37 45.56
S1 46.26 45.05

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

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