NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 47.89 48.75 0.86 1.8% 47.80
High 49.24 51.30 2.06 4.2% 49.11
Low 47.63 48.31 0.68 1.4% 46.25
Close 48.72 50.91 2.19 4.5% 47.77
Range 1.61 2.99 1.38 85.7% 2.86
ATR 1.80 1.89 0.08 4.7% 0.00
Volume 27,028 39,910 12,882 47.7% 136,556
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 59.14 58.02 52.55
R3 56.15 55.03 51.73
R2 53.16 53.16 51.46
R1 52.04 52.04 51.18 52.60
PP 50.17 50.17 50.17 50.46
S1 49.05 49.05 50.64 49.61
S2 47.18 47.18 50.36
S3 44.19 46.06 50.09
S4 41.20 43.07 49.27
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 51.30 46.25 5.05 9.9% 1.92 3.8% 92% True False 32,304
10 51.30 46.25 5.05 9.9% 1.70 3.3% 92% True False 28,865
20 51.30 46.25 5.05 9.9% 1.70 3.3% 92% True False 26,112
40 53.08 41.25 11.83 23.2% 1.94 3.8% 82% False False 25,577
60 56.44 41.25 15.19 29.8% 1.71 3.4% 64% False False 21,052
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 0.40
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 64.01
2.618 59.13
1.618 56.14
1.000 54.29
0.618 53.15
HIGH 51.30
0.618 50.16
0.500 49.81
0.382 49.45
LOW 48.31
0.618 46.46
1.000 45.32
1.618 43.47
2.618 40.48
4.250 35.60
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 50.54 50.20
PP 50.17 49.49
S1 49.81 48.78

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

View Archives - Comment on this page... - Back to Index of Symbols