NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 48.50 49.34 0.84 1.7% 47.80
High 49.90 49.61 -0.29 -0.6% 49.90
Low 48.48 48.70 0.22 0.5% 45.79
Close 49.54 49.18 -0.36 -0.7% 49.54
Range 1.42 0.91 -0.51 -35.9% 4.11
ATR 1.52 1.48 -0.04 -2.9% 0.00
Volume 14,445 11,569 -2,876 -19.9% 81,427
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 51.89 51.45 49.68
R3 50.98 50.54 49.43
R2 50.07 50.07 49.35
R1 49.63 49.63 49.26 49.40
PP 49.16 49.16 49.16 49.05
S1 48.72 48.72 49.10 48.49
S2 48.25 48.25 49.01
S3 47.34 47.81 48.93
S4 46.43 46.90 48.68
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 60.74 59.25 51.80
R3 56.63 55.14 50.67
R2 52.52 52.52 50.29
R1 51.03 51.03 49.92 51.78
PP 48.41 48.41 48.41 48.78
S1 46.92 46.92 49.16 47.67
S2 44.30 44.30 48.79
S3 40.19 42.81 48.41
S4 36.08 38.70 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.90 45.79 4.11 8.4% 1.51 3.1% 82% False False 15,618
10 49.90 45.79 4.11 8.4% 1.28 2.6% 82% False False 15,888
20 53.35 45.79 7.56 15.4% 1.46 3.0% 45% False False 13,827
40 53.35 45.79 7.56 15.4% 1.49 3.0% 45% False False 11,044
60 53.50 41.93 11.57 23.5% 1.64 3.3% 63% False False 10,187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 53.48
2.618 51.99
1.618 51.08
1.000 50.52
0.618 50.17
HIGH 49.61
0.618 49.26
0.500 49.16
0.382 49.05
LOW 48.70
0.618 48.14
1.000 47.79
1.618 47.23
2.618 46.32
4.250 44.83
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 49.17 49.13
PP 49.16 49.08
S1 49.16 49.03

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

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