NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 51.29 49.27 -2.02 -3.9% 47.22
High 51.85 50.15 -1.70 -3.3% 52.60
Low 48.88 48.37 -0.51 -1.0% 46.98
Close 48.94 48.58 -0.36 -0.7% 51.40
Range 2.97 1.78 -1.19 -40.1% 5.62
ATR 1.97 1.96 -0.01 -0.7% 0.00
Volume 25,772 31,180 5,408 21.0% 147,655
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.37 53.26 49.56
R3 52.59 51.48 49.07
R2 50.81 50.81 48.91
R1 49.70 49.70 48.74 49.37
PP 49.03 49.03 49.03 48.87
S1 47.92 47.92 48.42 47.59
S2 47.25 47.25 48.25
S3 45.47 46.14 48.09
S4 43.69 44.36 47.60
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 48.37 4.23 8.7% 2.07 4.3% 5% False True 33,719
10 52.60 45.73 6.87 14.1% 2.01 4.1% 41% False False 27,393
20 52.60 45.73 6.87 14.1% 1.82 3.7% 41% False False 23,565
40 52.60 40.67 11.93 24.6% 2.03 4.2% 66% False False 22,571
60 54.03 40.67 13.36 27.5% 1.78 3.7% 59% False False 18,904
80 63.11 40.67 22.44 46.2% 1.72 3.5% 35% False False 15,540
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.72
2.618 54.81
1.618 53.03
1.000 51.93
0.618 51.25
HIGH 50.15
0.618 49.47
0.500 49.26
0.382 49.05
LOW 48.37
0.618 47.27
1.000 46.59
1.618 45.49
2.618 43.71
4.250 40.81
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 49.26 50.49
PP 49.03 49.85
S1 48.81 49.22

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

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