NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 46.89 44.97 -1.92 -4.1% 44.78
High 47.03 46.74 -0.29 -0.6% 47.71
Low 44.24 44.69 0.45 1.0% 43.59
Close 44.68 46.68 2.00 4.5% 44.68
Range 2.79 2.05 -0.74 -26.5% 4.12
ATR 2.29 2.27 -0.02 -0.7% 0.00
Volume 211,301 104,528 -106,773 -50.5% 1,661,894
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.19 51.48 47.81
R3 50.14 49.43 47.24
R2 48.09 48.09 47.06
R1 47.38 47.38 46.87 47.74
PP 46.04 46.04 46.04 46.21
S1 45.33 45.33 46.49 45.69
S2 43.99 43.99 46.30
S3 41.94 43.28 46.12
S4 39.89 41.23 45.55
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 43.92 3.79 8.1% 2.02 4.3% 73% False False 288,030
10 47.71 43.36 4.35 9.3% 2.03 4.4% 76% False False 359,280
20 49.33 37.75 11.58 24.8% 2.63 5.6% 77% False False 454,542
40 49.91 37.75 12.16 26.0% 2.10 4.5% 73% False False 323,187
60 60.52 37.75 22.77 48.8% 1.98 4.2% 39% False False 230,230
80 62.65 37.75 24.90 53.3% 1.88 4.0% 36% False False 179,663
100 64.74 37.75 26.99 57.8% 1.82 3.9% 33% False False 147,889
120 64.74 37.75 26.99 57.8% 1.81 3.9% 33% False False 126,218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.45
2.618 52.11
1.618 50.06
1.000 48.79
0.618 48.01
HIGH 46.74
0.618 45.96
0.500 45.72
0.382 45.47
LOW 44.69
0.618 43.42
1.000 42.64
1.618 41.37
2.618 39.32
4.250 35.98
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 46.36 46.45
PP 46.04 46.21
S1 45.72 45.98

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

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