NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 47.28 47.89 0.61 1.3% 47.80
High 47.98 49.24 1.26 2.6% 49.11
Low 46.25 47.63 1.38 3.0% 46.25
Close 47.77 48.72 0.95 2.0% 47.77
Range 1.73 1.61 -0.12 -6.9% 2.86
ATR 1.81 1.80 -0.01 -0.8% 0.00
Volume 39,791 27,028 -12,763 -32.1% 136,556
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.36 52.65 49.61
R3 51.75 51.04 49.16
R2 50.14 50.14 49.02
R1 49.43 49.43 48.87 49.79
PP 48.53 48.53 48.53 48.71
S1 47.82 47.82 48.57 48.18
S2 46.92 46.92 48.42
S3 45.31 46.21 48.28
S4 43.70 44.60 47.83
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.29 54.89 49.34
R3 53.43 52.03 48.56
R2 50.57 50.57 48.29
R1 49.17 49.17 48.03 48.44
PP 47.71 47.71 47.71 47.35
S1 46.31 46.31 47.51 45.58
S2 44.85 44.85 47.25
S3 41.99 43.45 46.98
S4 39.13 40.59 46.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.24 46.25 2.99 6.1% 1.55 3.2% 83% True False 27,551
10 49.72 46.25 3.47 7.1% 1.53 3.1% 71% False False 27,468
20 50.00 46.25 3.75 7.7% 1.66 3.4% 66% False False 24,827
40 53.08 41.25 11.83 24.3% 1.91 3.9% 63% False False 25,116
60 56.44 41.25 15.19 31.2% 1.69 3.5% 49% False False 20,555
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.08
2.618 53.45
1.618 51.84
1.000 50.85
0.618 50.23
HIGH 49.24
0.618 48.62
0.500 48.44
0.382 48.25
LOW 47.63
0.618 46.64
1.000 46.02
1.618 45.03
2.618 43.42
4.250 40.79
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 48.63 48.40
PP 48.53 48.07
S1 48.44 47.75

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

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