NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 45.74 46.43 0.69 1.5% 44.74
High 47.03 46.73 -0.30 -0.6% 47.03
Low 45.48 45.56 0.08 0.2% 42.58
Close 46.59 46.14 -0.45 -1.0% 46.59
Range 1.55 1.17 -0.38 -24.5% 4.45
ATR 1.79 1.75 -0.04 -2.5% 0.00
Volume 363,307 305,518 -57,789 -15.9% 1,994,247
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.65 49.07 46.78
R3 48.48 47.90 46.46
R2 47.31 47.31 46.35
R1 46.73 46.73 46.25 46.44
PP 46.14 46.14 46.14 46.00
S1 45.56 45.56 46.03 45.27
S2 44.97 44.97 45.93
S3 43.80 44.39 45.82
S4 42.63 43.22 45.50
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% 1.77 3.8% 80% False False 399,536
10 47.03 42.58 4.45 9.6% 1.53 3.3% 80% False False 377,468
20 51.42 42.58 8.84 19.2% 1.77 3.8% 40% False False 316,807
40 51.42 42.58 8.84 19.2% 1.79 3.9% 40% False False 211,488
60 51.42 39.22 12.20 26.4% 1.97 4.3% 57% False False 180,802
80 55.30 39.22 16.08 34.9% 1.85 4.0% 43% False False 151,729
100 62.98 39.22 23.76 51.5% 1.81 3.9% 29% False False 131,871
120 63.65 39.22 24.43 52.9% 1.78 3.9% 28% False False 118,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.70
2.618 49.79
1.618 48.62
1.000 47.90
0.618 47.45
HIGH 46.73
0.618 46.28
0.500 46.15
0.382 46.01
LOW 45.56
0.618 44.84
1.000 44.39
1.618 43.67
2.618 42.50
4.250 40.59
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 46.15 46.13
PP 46.14 46.11
S1 46.14 46.10

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

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