NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 46.97 46.84 -0.13 -0.3% 47.12
High 48.60 47.44 -1.16 -2.4% 48.60
Low 46.30 45.73 -0.57 -1.2% 45.73
Close 46.39 47.22 0.83 1.8% 47.22
Range 2.30 1.71 -0.59 -25.7% 2.87
ATR 1.83 1.82 -0.01 -0.5% 0.00
Volume 23,232 27,947 4,715 20.3% 104,730
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 51.93 51.28 48.16
R3 50.22 49.57 47.69
R2 48.51 48.51 47.53
R1 47.86 47.86 47.38 48.19
PP 46.80 46.80 46.80 46.96
S1 46.15 46.15 47.06 46.48
S2 45.09 45.09 46.91
S3 43.38 44.44 46.75
S4 41.67 42.73 46.28
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.79 54.38 48.80
R3 52.92 51.51 48.01
R2 50.05 50.05 47.75
R1 48.64 48.64 47.48 49.35
PP 47.18 47.18 47.18 47.54
S1 45.77 45.77 46.96 46.48
S2 44.31 44.31 46.69
S3 41.44 42.90 46.43
S4 38.57 40.03 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.60 45.73 2.87 6.1% 1.49 3.2% 52% False True 20,946
10 49.07 45.73 3.34 7.1% 1.56 3.3% 45% False True 20,299
20 49.42 45.73 3.69 7.8% 1.63 3.4% 40% False True 20,781
40 52.47 40.67 11.80 25.0% 1.87 4.0% 56% False False 20,465
60 56.31 40.67 15.64 33.1% 1.70 3.6% 42% False False 16,219
80 63.33 40.67 22.66 48.0% 1.62 3.4% 29% False False 13,415
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.71
2.618 51.92
1.618 50.21
1.000 49.15
0.618 48.50
HIGH 47.44
0.618 46.79
0.500 46.59
0.382 46.38
LOW 45.73
0.618 44.67
1.000 44.02
1.618 42.96
2.618 41.25
4.250 38.46
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 47.01 47.20
PP 46.80 47.18
S1 46.59 47.17

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

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