NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 47.44 50.17 2.73 5.8% 46.48
High 50.19 50.88 0.69 1.4% 48.07
Low 46.99 49.01 2.02 4.3% 45.12
Close 49.71 49.13 -0.58 -1.2% 46.64
Range 3.20 1.87 -1.33 -41.6% 2.95
ATR 1.98 1.97 -0.01 -0.4% 0.00
Volume 47,867 93,644 45,777 95.6% 239,353
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.28 54.08 50.16
R3 53.41 52.21 49.64
R2 51.54 51.54 49.47
R1 50.34 50.34 49.30 50.01
PP 49.67 49.67 49.67 49.51
S1 48.47 48.47 48.96 48.14
S2 47.80 47.80 48.79
S3 45.93 46.60 48.62
S4 44.06 44.73 48.10
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.46 54.00 48.26
R3 52.51 51.05 47.45
R2 49.56 49.56 47.18
R1 48.10 48.10 46.91 48.83
PP 46.61 46.61 46.61 46.98
S1 45.15 45.15 46.37 45.88
S2 43.66 43.66 46.10
S3 40.71 42.20 45.83
S4 37.76 39.25 45.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.88 45.12 5.76 11.7% 2.18 4.4% 70% True False 62,981
10 50.88 45.06 5.82 11.8% 1.72 3.5% 70% True False 53,534
20 50.88 45.06 5.82 11.8% 1.78 3.6% 70% True False 45,794
40 51.74 39.97 11.77 24.0% 2.04 4.1% 78% False False 42,821
60 55.64 39.97 15.67 31.9% 1.83 3.7% 58% False False 35,707
80 63.15 39.97 23.18 47.2% 1.79 3.6% 40% False False 29,884
100 63.68 39.97 23.71 48.3% 1.72 3.5% 39% False False 25,708
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.83
2.618 55.78
1.618 53.91
1.000 52.75
0.618 52.04
HIGH 50.88
0.618 50.17
0.500 49.95
0.382 49.72
LOW 49.01
0.618 47.85
1.000 47.14
1.618 45.98
2.618 44.11
4.250 41.06
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 49.95 48.96
PP 49.67 48.78
S1 49.40 48.61

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

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