NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 51.45 51.29 -0.16 -0.3% 47.22
High 52.60 51.85 -0.75 -1.4% 52.60
Low 50.90 48.88 -2.02 -4.0% 46.98
Close 51.40 48.94 -2.46 -4.8% 51.40
Range 1.70 2.97 1.27 74.7% 5.62
ATR 1.90 1.97 0.08 4.0% 0.00
Volume 37,817 25,772 -12,045 -31.9% 147,655
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.80 56.84 50.57
R3 55.83 53.87 49.76
R2 52.86 52.86 49.48
R1 50.90 50.90 49.21 50.40
PP 49.89 49.89 49.89 49.64
S1 47.93 47.93 48.67 47.43
S2 46.92 46.92 48.40
S3 43.95 44.96 48.12
S4 40.98 41.99 47.31
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 47.74 4.86 9.9% 2.32 4.7% 25% False False 31,585
10 52.60 45.73 6.87 14.0% 1.96 4.0% 47% False False 25,652
20 52.60 45.73 6.87 14.0% 1.78 3.6% 47% False False 23,695
40 52.60 40.67 11.93 24.4% 2.00 4.1% 69% False False 22,209
60 54.03 40.67 13.36 27.3% 1.76 3.6% 62% False False 18,456
80 63.11 40.67 22.44 45.9% 1.71 3.5% 37% False False 15,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.47
2.618 59.63
1.618 56.66
1.000 54.82
0.618 53.69
HIGH 51.85
0.618 50.72
0.500 50.37
0.382 50.01
LOW 48.88
0.618 47.04
1.000 45.91
1.618 44.07
2.618 41.10
4.250 36.26
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 50.37 50.74
PP 49.89 50.14
S1 49.42 49.54

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

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