NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 48.32 48.84 0.52 1.1% 51.29
High 48.98 49.38 0.40 0.8% 51.85
Low 47.38 48.20 0.82 1.7% 47.38
Close 48.38 49.19 0.81 1.7% 49.19
Range 1.60 1.18 -0.42 -26.3% 4.47
ATR 1.87 1.82 -0.05 -2.6% 0.00
Volume 30,132 30,902 770 2.6% 142,387
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.46 52.01 49.84
R3 51.28 50.83 49.51
R2 50.10 50.10 49.41
R1 49.65 49.65 49.30 49.88
PP 48.92 48.92 48.92 49.04
S1 48.47 48.47 49.08 48.70
S2 47.74 47.74 48.97
S3 46.56 47.29 48.87
S4 45.38 46.11 48.54
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.88 60.51 51.65
R3 58.41 56.04 50.42
R2 53.94 53.94 50.01
R1 51.57 51.57 49.60 50.52
PP 49.47 49.47 49.47 48.95
S1 47.10 47.10 48.78 46.05
S2 45.00 45.00 48.37
S3 40.53 42.63 47.96
S4 36.06 38.16 46.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.85 47.38 4.47 9.1% 1.69 3.4% 40% False False 28,477
10 52.60 46.98 5.62 11.4% 1.88 3.8% 39% False False 29,004
20 52.60 45.73 6.87 14.0% 1.72 3.5% 50% False False 24,652
40 52.60 40.67 11.93 24.3% 2.01 4.1% 71% False False 23,306
60 52.60 40.67 11.93 24.3% 1.78 3.6% 71% False False 19,926
80 62.08 40.67 21.41 43.5% 1.72 3.5% 40% False False 16,417
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.40
2.618 52.47
1.618 51.29
1.000 50.56
0.618 50.11
HIGH 49.38
0.618 48.93
0.500 48.79
0.382 48.65
LOW 48.20
0.618 47.47
1.000 47.02
1.618 46.29
2.618 45.11
4.250 43.19
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 49.06 48.92
PP 48.92 48.65
S1 48.79 48.38

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

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