NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 46.74 46.88 0.14 0.3% 49.23
High 47.51 47.32 -0.19 -0.4% 49.23
Low 46.43 45.84 -0.59 -1.3% 45.84
Close 46.86 46.25 -0.61 -1.3% 46.25
Range 1.08 1.48 0.40 37.0% 3.39
ATR 1.67 1.66 -0.01 -0.8% 0.00
Volume 39,626 52,280 12,654 31.9% 211,209
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.91 50.06 47.06
R3 49.43 48.58 46.66
R2 47.95 47.95 46.52
R1 47.10 47.10 46.39 46.79
PP 46.47 46.47 46.47 46.31
S1 45.62 45.62 46.11 45.31
S2 44.99 44.99 45.98
S3 43.51 44.14 45.84
S4 42.03 42.66 45.44
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.28 55.15 48.11
R3 53.89 51.76 47.18
R2 50.50 50.50 46.87
R1 48.37 48.37 46.56 47.74
PP 47.11 47.11 47.11 46.79
S1 44.98 44.98 45.94 44.35
S2 43.72 43.72 45.63
S3 40.33 41.59 45.32
S4 36.94 38.20 44.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.23 45.84 3.39 7.3% 1.26 2.7% 12% False True 42,241
10 51.85 45.84 6.01 13.0% 1.48 3.2% 7% False True 35,359
20 52.60 45.73 6.87 14.9% 1.63 3.5% 8% False False 30,299
40 52.60 45.23 7.37 15.9% 1.93 4.2% 14% False False 26,321
60 52.60 40.67 11.93 25.8% 1.78 3.8% 47% False False 22,755
80 60.00 40.67 19.33 41.8% 1.73 3.7% 29% False False 18,830
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.61
2.618 51.19
1.618 49.71
1.000 48.80
0.618 48.23
HIGH 47.32
0.618 46.75
0.500 46.58
0.382 46.41
LOW 45.84
0.618 44.93
1.000 44.36
1.618 43.45
2.618 41.97
4.250 39.55
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 46.58 46.68
PP 46.47 46.54
S1 46.36 46.39

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

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