NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 45.82 45.79 -0.03 -0.1% 45.00
High 46.41 46.26 -0.15 -0.3% 49.33
Low 44.14 44.05 -0.09 -0.2% 43.21
Close 45.94 44.15 -1.79 -3.9% 46.05
Range 2.27 2.21 -0.06 -2.6% 6.12
ATR 2.49 2.47 -0.02 -0.8% 0.00
Volume 508,815 422,735 -86,080 -16.9% 3,085,303
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.45 50.01 45.37
R3 49.24 47.80 44.76
R2 47.03 47.03 44.56
R1 45.59 45.59 44.35 45.21
PP 44.82 44.82 44.82 44.63
S1 43.38 43.38 43.95 43.00
S2 42.61 42.61 43.74
S3 40.40 41.17 43.54
S4 38.19 38.96 42.93
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 64.56 61.42 49.42
R3 58.44 55.30 47.73
R2 52.32 52.32 47.17
R1 49.18 49.18 46.61 50.75
PP 46.20 46.20 46.20 46.98
S1 43.06 43.06 45.49 44.63
S2 40.08 40.08 44.93
S3 33.96 36.94 44.37
S4 27.84 30.82 42.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.42 43.21 5.21 11.8% 2.49 5.6% 18% False False 509,186
10 49.33 38.52 10.81 24.5% 3.23 7.3% 52% False False 558,558
20 49.33 37.75 11.58 26.2% 2.43 5.5% 55% False False 441,396
40 54.28 37.75 16.53 37.4% 1.99 4.5% 39% False False 266,988
60 62.41 37.75 24.66 55.9% 1.92 4.3% 26% False False 189,441
80 62.73 37.75 24.98 56.6% 1.85 4.2% 26% False False 148,554
100 64.74 37.75 26.99 61.1% 1.79 4.1% 24% False False 122,806
120 64.74 37.75 26.99 61.1% 1.78 4.0% 24% False False 104,836
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.65
2.618 52.05
1.618 49.84
1.000 48.47
0.618 47.63
HIGH 46.26
0.618 45.42
0.500 45.16
0.382 44.89
LOW 44.05
0.618 42.68
1.000 41.84
1.618 40.47
2.618 38.26
4.250 34.66
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 45.16 45.64
PP 44.82 45.14
S1 44.49 44.65

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

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