NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 44.97 46.45 1.48 3.3% 44.78
High 46.74 46.48 -0.26 -0.6% 47.71
Low 44.69 45.14 0.45 1.0% 43.59
Close 46.68 45.83 -0.85 -1.8% 44.68
Range 2.05 1.34 -0.71 -34.6% 4.12
ATR 2.27 2.22 -0.05 -2.3% 0.00
Volume 104,528 21,530 -82,998 -79.4% 1,661,894
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.84 49.17 46.57
R3 48.50 47.83 46.20
R2 47.16 47.16 46.08
R1 46.49 46.49 45.95 46.16
PP 45.82 45.82 45.82 45.65
S1 45.15 45.15 45.71 44.82
S2 44.48 44.48 45.58
S3 43.14 43.81 45.46
S4 41.80 42.47 45.09
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 44.24 3.47 7.6% 2.02 4.4% 46% False False 225,146
10 47.71 43.36 4.35 9.5% 1.94 4.2% 57% False False 310,551
20 49.33 38.16 11.17 24.4% 2.56 5.6% 69% False False 432,200
40 49.91 37.75 12.16 26.5% 2.10 4.6% 66% False False 322,676
60 60.31 37.75 22.56 49.2% 1.99 4.3% 36% False False 230,313
80 62.65 37.75 24.90 54.3% 1.86 4.1% 32% False False 179,568
100 64.74 37.75 26.99 58.9% 1.82 4.0% 30% False False 147,843
120 64.74 37.75 26.99 58.9% 1.80 3.9% 30% False False 126,322
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.18
2.618 49.99
1.618 48.65
1.000 47.82
0.618 47.31
HIGH 46.48
0.618 45.97
0.500 45.81
0.382 45.65
LOW 45.14
0.618 44.31
1.000 43.80
1.618 42.97
2.618 41.63
4.250 39.45
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 45.82 45.77
PP 45.82 45.70
S1 45.81 45.64

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

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