NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 45.54 45.14 -0.40 -0.9% 49.23
High 45.59 47.82 2.23 4.9% 49.23
Low 44.36 44.77 0.41 0.9% 45.84
Close 44.91 47.60 2.69 6.0% 46.25
Range 1.23 3.05 1.82 148.0% 3.39
ATR 1.60 1.71 0.10 6.4% 0.00
Volume 33,575 38,652 5,077 15.1% 211,209
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.88 54.79 49.28
R3 52.83 51.74 48.44
R2 49.78 49.78 48.16
R1 48.69 48.69 47.88 49.24
PP 46.73 46.73 46.73 47.00
S1 45.64 45.64 47.32 46.19
S2 43.68 43.68 47.04
S3 40.63 42.59 46.76
S4 37.58 39.54 45.92
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 47.82 44.36 3.46 7.3% 1.61 3.4% 94% True False 39,311
10 49.38 44.36 5.02 10.5% 1.46 3.1% 65% False False 37,689
20 52.60 44.36 8.24 17.3% 1.73 3.6% 39% False False 32,854
40 52.60 44.36 8.24 17.3% 1.72 3.6% 39% False False 26,715
60 52.60 40.67 11.93 25.1% 1.80 3.8% 58% False False 24,074
80 56.31 40.67 15.64 32.9% 1.69 3.6% 44% False False 19,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 60.78
2.618 55.80
1.618 52.75
1.000 50.87
0.618 49.70
HIGH 47.82
0.618 46.65
0.500 46.30
0.382 45.94
LOW 44.77
0.618 42.89
1.000 41.72
1.618 39.84
2.618 36.79
4.250 31.81
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 47.17 47.10
PP 46.73 46.59
S1 46.30 46.09

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

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