NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 47.75 47.27 -0.48 -1.0% 46.42
High 48.29 48.67 0.38 0.8% 48.67
Low 46.81 47.08 0.27 0.6% 44.36
Close 47.64 48.26 0.62 1.3% 48.26
Range 1.48 1.59 0.11 7.4% 4.31
ATR 1.69 1.68 -0.01 -0.4% 0.00
Volume 47,542 29,880 -17,662 -37.2% 182,073
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.77 52.11 49.13
R3 51.18 50.52 48.70
R2 49.59 49.59 48.55
R1 48.93 48.93 48.41 49.26
PP 48.00 48.00 48.00 48.17
S1 47.34 47.34 48.11 47.67
S2 46.41 46.41 47.97
S3 44.82 45.75 47.82
S4 43.23 44.16 47.39
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.03 58.45 50.63
R3 55.72 54.14 49.45
R2 51.41 51.41 49.05
R1 49.83 49.83 48.66 50.62
PP 47.10 47.10 47.10 47.49
S1 45.52 45.52 47.86 46.31
S2 42.79 42.79 47.47
S3 38.48 41.21 47.07
S4 34.17 36.90 45.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.67 44.36 4.31 8.9% 1.71 3.6% 90% True False 36,414
10 49.23 44.36 4.87 10.1% 1.49 3.1% 80% False False 39,328
20 52.60 44.36 8.24 17.1% 1.69 3.5% 47% False False 34,166
40 52.60 44.36 8.24 17.1% 1.66 3.4% 47% False False 27,473
60 52.60 40.67 11.93 24.7% 1.81 3.7% 64% False False 25,032
80 56.31 40.67 15.64 32.4% 1.70 3.5% 49% False False 20,706
100 63.33 40.67 22.66 47.0% 1.63 3.4% 33% False False 17,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.43
2.618 52.83
1.618 51.24
1.000 50.26
0.618 49.65
HIGH 48.67
0.618 48.06
0.500 47.88
0.382 47.69
LOW 47.08
0.618 46.10
1.000 45.49
1.618 44.51
2.618 42.92
4.250 40.32
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 48.13 47.75
PP 48.00 47.23
S1 47.88 46.72

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

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