NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 46.84 47.22 0.38 0.8% 47.12
High 47.44 48.72 1.28 2.7% 48.60
Low 45.73 46.98 1.25 2.7% 45.73
Close 47.22 48.12 0.90 1.9% 47.22
Range 1.71 1.74 0.03 1.8% 2.87
ATR 1.82 1.82 -0.01 -0.3% 0.00
Volume 27,947 15,499 -12,448 -44.5% 104,730
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.16 52.38 49.08
R3 51.42 50.64 48.60
R2 49.68 49.68 48.44
R1 48.90 48.90 48.28 49.29
PP 47.94 47.94 47.94 48.14
S1 47.16 47.16 47.96 47.55
S2 46.20 46.20 47.80
S3 44.46 45.42 47.64
S4 42.72 43.68 47.16
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 48.72 45.73 2.99 6.2% 1.60 3.3% 80% True False 19,719
10 49.07 45.73 3.34 6.9% 1.55 3.2% 72% False False 20,521
20 49.42 45.73 3.69 7.7% 1.66 3.4% 65% False False 20,925
40 52.47 40.67 11.80 24.5% 1.88 3.9% 63% False False 20,605
60 56.05 40.67 15.38 32.0% 1.70 3.5% 48% False False 16,374
80 63.33 40.67 22.66 47.1% 1.63 3.4% 33% False False 13,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.12
2.618 53.28
1.618 51.54
1.000 50.46
0.618 49.80
HIGH 48.72
0.618 48.06
0.500 47.85
0.382 47.64
LOW 46.98
0.618 45.90
1.000 45.24
1.618 44.16
2.618 42.42
4.250 39.59
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 48.03 47.82
PP 47.94 47.52
S1 47.85 47.23

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

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