NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 47.13 46.89 -0.24 -0.5% 44.78
High 47.71 47.03 -0.68 -1.4% 47.71
Low 46.33 44.24 -2.09 -4.5% 43.59
Close 46.90 44.68 -2.22 -4.7% 44.68
Range 1.38 2.79 1.41 102.2% 4.12
ATR 2.25 2.29 0.04 1.7% 0.00
Volume 366,390 211,301 -155,089 -42.3% 1,661,894
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.69 51.97 46.21
R3 50.90 49.18 45.45
R2 48.11 48.11 45.19
R1 46.39 46.39 44.94 45.86
PP 45.32 45.32 45.32 45.05
S1 43.60 43.60 44.42 43.07
S2 42.53 42.53 44.17
S3 39.74 40.81 43.91
S4 36.95 38.02 43.15
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.69 55.30 46.95
R3 53.57 51.18 45.81
R2 49.45 49.45 45.44
R1 47.06 47.06 45.06 46.20
PP 45.33 45.33 45.33 44.89
S1 42.94 42.94 44.30 42.08
S2 41.21 41.21 43.92
S3 37.09 38.82 43.55
S4 32.97 34.70 42.41
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 9.2% 1.88 4.2% 26% False False 332,378
10 47.71 43.36 4.35 9.7% 1.99 4.5% 30% False False 387,390
20 49.33 37.75 11.58 25.9% 2.60 5.8% 60% False False 468,175
40 49.91 37.75 12.16 27.2% 2.08 4.7% 57% False False 322,361
60 60.97 37.75 23.22 52.0% 1.96 4.4% 30% False False 228,895
80 62.65 37.75 24.90 55.7% 1.87 4.2% 28% False False 178,766
100 64.74 37.75 26.99 60.4% 1.82 4.1% 26% False False 147,022
120 64.74 37.75 26.99 60.4% 1.80 4.0% 26% False False 125,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 58.89
2.618 54.33
1.618 51.54
1.000 49.82
0.618 48.75
HIGH 47.03
0.618 45.96
0.500 45.64
0.382 45.31
LOW 44.24
0.618 42.52
1.000 41.45
1.618 39.73
2.618 36.94
4.250 32.38
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 45.64 45.98
PP 45.32 45.54
S1 45.00 45.11

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

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