NYMEX Light Sweet Crude Oil Future March 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 46.21 45.75 -0.46 -1.0% 49.69
High 46.31 48.51 2.20 4.8% 49.69
Low 45.07 45.49 0.42 0.9% 46.64
Close 45.62 48.29 2.67 5.9% 46.98
Range 1.24 3.02 1.78 143.5% 3.05
ATR 1.57 1.67 0.10 6.6% 0.00
Volume 33,470 38,012 4,542 13.6% 182,748
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.49 55.41 49.95
R3 53.47 52.39 49.12
R2 50.45 50.45 48.84
R1 49.37 49.37 48.57 49.91
PP 47.43 47.43 47.43 47.70
S1 46.35 46.35 48.01 46.89
S2 44.41 44.41 47.74
S3 41.39 43.33 47.46
S4 38.37 40.31 46.63
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.92 55.00 48.66
R3 53.87 51.95 47.82
R2 50.82 50.82 47.54
R1 48.90 48.90 47.26 48.34
PP 47.77 47.77 47.77 47.49
S1 45.85 45.85 46.70 45.29
S2 44.72 44.72 46.42
S3 41.67 42.80 46.14
S4 38.62 39.75 45.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.51 45.07 3.44 7.1% 1.57 3.3% 94% True False 36,344
10 49.96 45.07 4.89 10.1% 1.41 2.9% 66% False False 34,500
20 53.01 45.07 7.94 16.4% 1.68 3.5% 41% False False 35,125
40 53.01 45.07 7.94 16.4% 1.69 3.5% 41% False False 29,355
60 53.08 41.25 11.83 24.5% 1.80 3.7% 60% False False 27,608
80 56.63 41.25 15.38 31.8% 1.68 3.5% 46% False False 23,367
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 0.26
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 61.35
2.618 56.42
1.618 53.40
1.000 51.53
0.618 50.38
HIGH 48.51
0.618 47.36
0.500 47.00
0.382 46.64
LOW 45.49
0.618 43.62
1.000 42.47
1.618 40.60
2.618 37.58
4.250 32.66
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 47.86 47.79
PP 47.43 47.29
S1 47.00 46.79

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

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