NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 44.11 45.16 1.05 2.4% 45.82
High 45.25 47.35 2.10 4.6% 46.41
Low 43.92 44.82 0.90 2.0% 43.36
Close 44.59 47.15 2.56 5.7% 44.63
Range 1.33 2.53 1.20 90.2% 3.05
ATR 2.28 2.32 0.03 1.5% 0.00
Volume 335,953 421,981 86,028 25.6% 1,826,380
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.03 53.12 48.54
R3 51.50 50.59 47.85
R2 48.97 48.97 47.61
R1 48.06 48.06 47.38 48.52
PP 46.44 46.44 46.44 46.67
S1 45.53 45.53 46.92 45.99
S2 43.91 43.91 46.69
S3 41.38 43.00 46.45
S4 38.85 40.47 45.76
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 47.35 43.36 3.99 8.5% 1.93 4.1% 95% True False 395,806
10 48.42 43.21 5.21 11.0% 2.21 4.7% 76% False False 452,496
20 49.33 37.75 11.58 24.6% 2.58 5.5% 81% False False 481,216
40 51.14 37.75 13.39 28.4% 2.05 4.3% 70% False False 310,557
60 62.11 37.75 24.36 51.7% 1.95 4.1% 39% False False 220,193
80 62.65 37.75 24.90 52.8% 1.87 4.0% 38% False False 172,022
100 64.74 37.75 26.99 57.2% 1.81 3.8% 35% False False 141,689
120 64.74 37.75 26.99 57.2% 1.80 3.8% 35% False False 120,869
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.10
2.618 53.97
1.618 51.44
1.000 49.88
0.618 48.91
HIGH 47.35
0.618 46.38
0.500 46.09
0.382 45.79
LOW 44.82
0.618 43.26
1.000 42.29
1.618 40.73
2.618 38.20
4.250 34.07
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 46.80 46.59
PP 46.44 46.03
S1 46.09 45.47

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

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