NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 45.16 47.13 1.97 4.4% 45.82
High 47.35 47.71 0.36 0.8% 46.41
Low 44.82 46.33 1.51 3.4% 43.36
Close 47.15 46.90 -0.25 -0.5% 44.63
Range 2.53 1.38 -1.15 -45.5% 3.05
ATR 2.32 2.25 -0.07 -2.9% 0.00
Volume 421,981 366,390 -55,591 -13.2% 1,826,380
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.12 50.39 47.66
R3 49.74 49.01 47.28
R2 48.36 48.36 47.15
R1 47.63 47.63 47.03 47.31
PP 46.98 46.98 46.98 46.82
S1 46.25 46.25 46.77 45.93
S2 45.60 45.60 46.65
S3 44.22 44.87 46.52
S4 42.84 43.49 46.14
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 47.71 43.59 4.12 8.8% 1.67 3.6% 80% True False 369,286
10 48.42 43.36 5.06 10.8% 1.99 4.2% 70% False False 420,205
20 49.33 37.75 11.58 24.7% 2.53 5.4% 79% False False 476,631
40 50.10 37.75 12.35 26.3% 2.04 4.4% 74% False False 318,583
60 62.11 37.75 24.36 51.9% 1.95 4.2% 38% False False 225,849
80 62.65 37.75 24.90 53.1% 1.85 4.0% 37% False False 176,368
100 64.74 37.75 26.99 57.5% 1.81 3.9% 34% False False 145,058
120 64.74 37.75 26.99 57.5% 1.79 3.8% 34% False False 123,724
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.58
2.618 51.32
1.618 49.94
1.000 49.09
0.618 48.56
HIGH 47.71
0.618 47.18
0.500 47.02
0.382 46.86
LOW 46.33
0.618 45.48
1.000 44.95
1.618 44.10
2.618 42.72
4.250 40.47
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 47.02 46.54
PP 46.98 46.18
S1 46.94 45.82

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

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