NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 48.67 47.93 -0.74 -1.5% 46.75
High 49.57 48.23 -1.34 -2.7% 52.05
Low 47.70 47.25 -0.45 -0.9% 46.34
Close 47.90 47.96 0.06 0.1% 50.82
Range 1.87 0.98 -0.89 -47.6% 5.71
ATR 2.03 1.96 -0.08 -3.7% 0.00
Volume 108,519 56,180 -52,339 -48.2% 395,008
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.75 50.34 48.50
R3 49.77 49.36 48.23
R2 48.79 48.79 48.14
R1 48.38 48.38 48.05 48.59
PP 47.81 47.81 47.81 47.92
S1 47.40 47.40 47.87 47.61
S2 46.83 46.83 47.78
S3 45.85 46.42 47.69
S4 44.87 45.44 47.42
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.87 64.55 53.96
R3 61.16 58.84 52.39
R2 55.45 55.45 51.87
R1 53.13 53.13 51.34 54.29
PP 49.74 49.74 49.74 50.32
S1 47.42 47.42 50.30 48.58
S2 44.03 44.03 49.77
S3 38.32 41.71 49.25
S4 32.61 36.00 47.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.05 47.25 4.80 10.0% 1.95 4.1% 15% False True 88,670
10 52.05 45.12 6.93 14.4% 2.07 4.3% 41% False False 75,825
20 52.05 45.06 6.99 14.6% 1.83 3.8% 41% False False 57,321
40 52.05 39.97 12.08 25.2% 2.14 4.5% 66% False False 49,053
60 52.94 39.97 12.97 27.0% 1.88 3.9% 62% False False 41,965
80 62.97 39.97 23.00 48.0% 1.82 3.8% 35% False False 34,898
100 63.32 39.97 23.35 48.7% 1.74 3.6% 34% False False 29,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.57
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 52.40
2.618 50.80
1.618 49.82
1.000 49.21
0.618 48.84
HIGH 48.23
0.618 47.86
0.500 47.74
0.382 47.62
LOW 47.25
0.618 46.64
1.000 46.27
1.618 45.66
2.618 44.68
4.250 43.09
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 47.89 49.27
PP 47.81 48.83
S1 47.74 48.40

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

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