NYMEX Light Sweet Crude Oil Future February 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 48.21 50.45 2.24 4.6% 47.12
High 50.76 51.45 0.69 1.4% 48.60
Low 47.74 49.69 1.95 4.1% 45.73
Close 50.34 49.79 -0.55 -1.1% 47.22
Range 3.02 1.76 -1.26 -41.7% 2.87
ATR 1.90 1.89 -0.01 -0.5% 0.00
Volume 20,510 36,096 15,586 76.0% 104,730
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.59 54.45 50.76
R3 53.83 52.69 50.27
R2 52.07 52.07 50.11
R1 50.93 50.93 49.95 50.62
PP 50.31 50.31 50.31 50.16
S1 49.17 49.17 49.63 48.86
S2 48.55 48.55 49.47
S3 46.79 47.41 49.31
S4 45.03 45.65 48.82
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 51.45 45.73 5.72 11.5% 2.11 4.2% 71% True False 24,656
10 51.45 45.73 5.72 11.5% 1.65 3.3% 71% True False 21,862
20 51.45 45.73 5.72 11.5% 1.69 3.4% 71% True False 22,139
40 52.47 40.67 11.80 23.7% 1.91 3.8% 77% False False 21,050
60 56.04 40.67 15.37 30.9% 1.72 3.4% 59% False False 17,074
80 63.33 40.67 22.66 45.5% 1.67 3.4% 40% False False 14,166
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 58.93
2.618 56.06
1.618 54.30
1.000 53.21
0.618 52.54
HIGH 51.45
0.618 50.78
0.500 50.57
0.382 50.36
LOW 49.69
0.618 48.60
1.000 47.93
1.618 46.84
2.618 45.08
4.250 42.21
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 50.57 49.60
PP 50.31 49.41
S1 50.05 49.22

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

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