NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 46.28 46.40 0.12 0.3% 45.69
High 47.00 46.88 -0.12 -0.3% 50.04
Low 44.71 44.67 -0.04 -0.1% 43.89
Close 46.59 44.80 -1.79 -3.8% 46.63
Range 2.29 2.21 -0.08 -3.5% 6.15
ATR 2.44 2.43 -0.02 -0.7% 0.00
Volume 164,181 178,022 13,841 8.4% 739,545
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.08 50.65 46.02
R3 49.87 48.44 45.41
R2 47.66 47.66 45.21
R1 46.23 46.23 45.00 45.84
PP 45.45 45.45 45.45 45.26
S1 44.02 44.02 44.60 43.63
S2 43.24 43.24 44.39
S3 41.03 41.81 44.19
S4 38.82 39.60 43.58
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 65.30 62.12 50.01
R3 59.15 55.97 48.32
R2 53.00 53.00 47.76
R1 49.82 49.82 47.19 51.41
PP 46.85 46.85 46.85 47.65
S1 43.67 43.67 46.07 45.26
S2 40.70 40.70 45.50
S3 34.55 37.52 44.94
S4 28.40 31.37 43.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.96 43.89 5.07 11.3% 2.46 5.5% 18% False False 149,413
10 50.04 39.30 10.74 24.0% 3.19 7.1% 51% False False 141,329
20 50.04 38.51 11.53 25.7% 2.38 5.3% 55% False False 124,739
40 54.78 38.51 16.27 36.3% 1.94 4.3% 39% False False 81,354
60 62.68 38.51 24.17 54.0% 1.87 4.2% 26% False False 61,354
80 63.00 38.51 24.49 54.7% 1.80 4.0% 26% False False 50,611
100 65.03 38.51 26.52 59.2% 1.73 3.9% 24% False False 43,005
120 65.03 38.51 26.52 59.2% 1.72 3.8% 24% False False 37,470
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.27
2.618 52.67
1.618 50.46
1.000 49.09
0.618 48.25
HIGH 46.88
0.618 46.04
0.500 45.78
0.382 45.51
LOW 44.67
0.618 43.30
1.000 42.46
1.618 41.09
2.618 38.88
4.250 35.28
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 45.78 46.24
PP 45.45 45.76
S1 45.13 45.28

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

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