NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 44.16 45.71 1.55 3.5% 45.82
High 46.04 45.88 -0.16 -0.3% 46.41
Low 43.36 44.16 0.80 1.8% 43.36
Close 45.92 44.63 -1.29 -2.8% 44.63
Range 2.68 1.72 -0.96 -35.8% 3.05
ATR 2.48 2.43 -0.05 -2.1% 0.00
Volume 498,992 395,838 -103,154 -20.7% 1,826,380
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.05 49.06 45.58
R3 48.33 47.34 45.10
R2 46.61 46.61 44.95
R1 45.62 45.62 44.79 45.26
PP 44.89 44.89 44.89 44.71
S1 43.90 43.90 44.47 43.54
S2 43.17 43.17 44.31
S3 41.45 42.18 44.16
S4 39.73 40.46 43.68
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.95 52.34 46.31
R3 50.90 49.29 45.47
R2 47.85 47.85 45.19
R1 46.24 46.24 44.91 45.52
PP 44.80 44.80 44.80 44.44
S1 43.19 43.19 44.35 42.47
S2 41.75 41.75 44.07
S3 38.70 40.14 43.79
S4 35.65 37.09 42.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.23 43.36 3.87 8.7% 2.10 4.7% 33% False False 442,402
10 49.33 41.78 7.55 16.9% 3.14 7.0% 38% False False 557,801
20 49.33 37.75 11.58 25.9% 2.50 5.6% 59% False False 459,330
40 51.94 37.75 14.19 31.8% 2.01 4.5% 48% False False 286,573
60 62.11 37.75 24.36 54.6% 1.94 4.3% 28% False False 203,681
80 62.65 37.75 24.90 55.8% 1.85 4.1% 28% False False 159,350
100 64.74 37.75 26.99 60.5% 1.80 4.0% 25% False False 131,449
120 64.74 37.75 26.99 60.5% 1.79 4.0% 25% False False 112,135
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.72
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.19
2.618 50.38
1.618 48.66
1.000 47.60
0.618 46.94
HIGH 45.88
0.618 45.22
0.500 45.02
0.382 44.82
LOW 44.16
0.618 43.10
1.000 42.44
1.618 41.38
2.618 39.66
4.250 36.85
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 45.02 44.81
PP 44.89 44.75
S1 44.76 44.69

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

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