NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	49.91	50.06	0.15	0.3%	48.78
High	50.07	50.22	0.15	0.3%	53.22
Low	49.40	48.89	-0.51	-1.0%	48.72
Close	50.07	49.82	-0.25	-0.5%	52.55
Range	0.67	1.33	0.66	98.5%	4.50
ATR	1.62	1.60	-0.02	-1.3%	0.00
Volume	6,534	10,141	3,607	55.2%	54,785

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.63	53.06	50.55
R3	52.30	51.73	50.19
R2	50.97	50.97	50.06
R1	50.40	50.40	49.94	50.02
PP	49.64	49.64	49.64	49.46
S1	49.07	49.07	49.70	48.69
S2	48.31	48.31	49.58
S3	46.98	47.74	49.45
S4	45.65	46.41	49.09

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.00	63.27	55.03
R3	60.50	58.77	53.79
R2	56.00	56.00	53.38
R1	54.27	54.27	52.96	55.14
PP	51.50	51.50	51.50	51.93
S1	49.77	49.77	52.14	50.64
S2	47.00	47.00	51.73
S3	42.50	45.27	51.31
S4	38.00	40.77	50.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.22	48.89	4.33	8.7%	1.24	2.5%	21%	False	True	10,393
10	53.22	47.15	6.07	12.2%	1.46	2.9%	44%	False	False	9,874
20	53.22	47.15	6.07	12.2%	1.39	2.8%	44%	False	False	7,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	55.87
2.618	53.70
1.618	52.37
1.000	51.55
0.618	51.04
HIGH	50.22
0.618	49.71
0.500	49.56
0.382	49.40
LOW	48.89
0.618	48.07
1.000	47.56
1.618	46.74
2.618	45.41
4.250	43.24

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	49.73	49.92
PP	49.64	49.89
S1	49.56	49.85

Download as Excel Spreadsheet

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

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