NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 45.71 44.78 -0.93 -2.0% 45.82
High 45.88 44.97 -0.91 -2.0% 46.41
Low 44.16 43.59 -0.57 -1.3% 43.36
Close 44.63 44.00 -0.63 -1.4% 44.63
Range 1.72 1.38 -0.34 -19.8% 3.05
ATR 2.43 2.35 -0.07 -3.1% 0.00
Volume 395,838 326,269 -69,569 -17.6% 1,826,380
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 48.33 47.54 44.76
R3 46.95 46.16 44.38
R2 45.57 45.57 44.25
R1 44.78 44.78 44.13 44.49
PP 44.19 44.19 44.19 44.04
S1 43.40 43.40 43.87 43.11
S2 42.81 42.81 43.75
S3 41.43 42.02 43.62
S4 40.05 40.64 43.24
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 46.41 43.36 3.05 6.9% 2.05 4.7% 21% False False 430,529
10 49.33 43.21 6.12 13.9% 2.87 6.5% 13% False False 523,795
20 49.33 37.75 11.58 26.3% 2.50 5.7% 54% False False 466,372
40 51.94 37.75 14.19 32.3% 2.02 4.6% 44% False False 293,560
60 62.11 37.75 24.36 55.4% 1.94 4.4% 26% False False 208,368
80 62.65 37.75 24.90 56.6% 1.86 4.2% 25% False False 163,215
100 64.74 37.75 26.99 61.3% 1.80 4.1% 23% False False 134,586
120 64.74 37.75 26.99 61.3% 1.79 4.1% 23% False False 114,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.65
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 50.84
2.618 48.58
1.618 47.20
1.000 46.35
0.618 45.82
HIGH 44.97
0.618 44.44
0.500 44.28
0.382 44.12
LOW 43.59
0.618 42.74
1.000 42.21
1.618 41.36
2.618 39.98
4.250 37.73
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 44.28 44.70
PP 44.19 44.47
S1 44.09 44.23

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

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