NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 50.16 51.45 1.29 2.6% 47.22
High 51.85 52.60 0.75 1.4% 52.60
Low 49.71 50.90 1.19 2.4% 46.98
Close 51.28 51.40 0.12 0.2% 51.40
Range 2.14 1.70 -0.44 -20.6% 5.62
ATR 1.91 1.90 -0.02 -0.8% 0.00
Volume 37,733 37,817 84 0.2% 147,655
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.73 55.77 52.34
R3 55.03 54.07 51.87
R2 53.33 53.33 51.71
R1 52.37 52.37 51.56 52.00
PP 51.63 51.63 51.63 51.45
S1 50.67 50.67 51.24 50.30
S2 49.93 49.93 51.09
S3 48.23 48.97 50.93
S4 46.53 47.27 50.47
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 67.19 64.91 54.49
R3 61.57 59.29 52.95
R2 55.95 55.95 52.43
R1 53.67 53.67 51.92 54.81
PP 50.33 50.33 50.33 50.90
S1 48.05 48.05 50.88 49.19
S2 44.71 44.71 50.37
S3 39.09 42.43 49.85
S4 33.47 36.81 48.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.60 46.98 5.62 10.9% 2.07 4.0% 79% True False 29,531
10 52.60 45.73 6.87 13.4% 1.78 3.5% 83% True False 25,238
20 52.60 45.73 6.87 13.4% 1.69 3.3% 83% True False 23,592
40 52.60 40.67 11.93 23.2% 1.94 3.8% 90% True False 21,780
60 54.03 40.67 13.36 26.0% 1.73 3.4% 80% False False 18,087
80 63.11 40.67 22.44 43.7% 1.69 3.3% 48% False False 14,901
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 0.40
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 59.83
2.618 57.05
1.618 55.35
1.000 54.30
0.618 53.65
HIGH 52.60
0.618 51.95
0.500 51.75
0.382 51.55
LOW 50.90
0.618 49.85
1.000 49.20
1.618 48.15
2.618 46.45
4.250 43.68
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 51.75 51.32
PP 51.63 51.23
S1 51.52 51.15

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

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