NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 45.79 44.16 -1.63 -3.6% 45.00
High 46.26 46.04 -0.22 -0.5% 49.33
Low 44.05 43.36 -0.69 -1.6% 43.21
Close 44.15 45.92 1.77 4.0% 46.05
Range 2.21 2.68 0.47 21.3% 6.12
ATR 2.47 2.48 0.02 0.6% 0.00
Volume 422,735 498,992 76,257 18.0% 3,085,303
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.15 52.21 47.39
R3 50.47 49.53 46.66
R2 47.79 47.79 46.41
R1 46.85 46.85 46.17 47.32
PP 45.11 45.11 45.11 45.34
S1 44.17 44.17 45.67 44.64
S2 42.43 42.43 45.43
S3 39.75 41.49 45.18
S4 37.07 38.81 44.45
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 43.36 5.06 11.0% 2.31 5.0% 51% False True 471,124
10 49.33 38.95 10.38 22.6% 3.36 7.3% 67% False False 571,585
20 49.33 37.75 11.58 25.2% 2.51 5.5% 71% False False 452,682
40 52.88 37.75 15.13 32.9% 2.00 4.4% 54% False False 277,888
60 62.41 37.75 24.66 53.7% 1.95 4.2% 33% False False 197,462
80 62.65 37.75 24.90 54.2% 1.86 4.0% 33% False False 154,596
100 64.74 37.75 26.99 58.8% 1.80 3.9% 30% False False 127,645
120 64.74 37.75 26.99 58.8% 1.79 3.9% 30% False False 108,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.70
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.43
2.618 53.06
1.618 50.38
1.000 48.72
0.618 47.70
HIGH 46.04
0.618 45.02
0.500 44.70
0.382 44.38
LOW 43.36
0.618 41.70
1.000 40.68
1.618 39.02
2.618 36.34
4.250 31.97
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 45.51 45.58
PP 45.11 45.23
S1 44.70 44.89

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

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