NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 47.22 48.21 0.99 2.1% 47.12
High 48.72 50.76 2.04 4.2% 48.60
Low 46.98 47.74 0.76 1.6% 45.73
Close 48.12 50.34 2.22 4.6% 47.22
Range 1.74 3.02 1.28 73.6% 2.87
ATR 1.82 1.90 0.09 4.7% 0.00
Volume 15,499 20,510 5,011 32.3% 104,730
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.67 57.53 52.00
R3 55.65 54.51 51.17
R2 52.63 52.63 50.89
R1 51.49 51.49 50.62 52.06
PP 49.61 49.61 49.61 49.90
S1 48.47 48.47 50.06 49.04
S2 46.59 46.59 49.79
S3 43.57 45.45 49.51
S4 40.55 42.43 48.68
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 50.76 45.73 5.03 10.0% 1.96 3.9% 92% True False 21,067
10 50.76 45.73 5.03 10.0% 1.72 3.4% 92% True False 20,624
20 50.76 45.73 5.03 10.0% 1.70 3.4% 92% True False 21,105
40 52.47 40.67 11.80 23.4% 1.91 3.8% 82% False False 20,717
60 56.05 40.67 15.38 30.6% 1.72 3.4% 63% False False 16,613
80 63.33 40.67 22.66 45.0% 1.66 3.3% 43% False False 13,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 63.60
2.618 58.67
1.618 55.65
1.000 53.78
0.618 52.63
HIGH 50.76
0.618 49.61
0.500 49.25
0.382 48.89
LOW 47.74
0.618 45.87
1.000 44.72
1.618 42.85
2.618 39.83
4.250 34.91
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 49.98 49.64
PP 49.61 48.94
S1 49.25 48.25

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

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