NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 46.40 44.80 -1.60 -3.4% 45.69
High 46.88 46.58 -0.30 -0.6% 50.04
Low 44.67 43.99 -0.68 -1.5% 43.89
Close 44.80 46.44 1.64 3.7% 46.63
Range 2.21 2.59 0.38 17.2% 6.15
ATR 2.43 2.44 0.01 0.5% 0.00
Volume 178,022 216,751 38,729 21.8% 739,545
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.44 52.53 47.86
R3 50.85 49.94 47.15
R2 48.26 48.26 46.91
R1 47.35 47.35 46.68 47.81
PP 45.67 45.67 45.67 45.90
S1 44.76 44.76 46.20 45.22
S2 43.08 43.08 45.97
S3 40.49 42.17 45.73
S4 37.90 39.58 45.02
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 43.99 4.97 10.7% 2.28 4.9% 49% False True 158,254
10 50.04 39.74 10.30 22.2% 3.33 7.2% 65% False False 152,905
20 50.04 38.51 11.53 24.8% 2.45 5.3% 69% False False 129,197
40 53.42 38.51 14.91 32.1% 1.95 4.2% 53% False False 85,979
60 62.68 38.51 24.17 52.0% 1.90 4.1% 33% False False 64,751
80 62.87 38.51 24.36 52.5% 1.81 3.9% 33% False False 53,188
100 65.03 38.51 26.52 57.1% 1.74 3.7% 30% False False 45,091
120 65.03 38.51 26.52 57.1% 1.72 3.7% 30% False False 39,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.71
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.59
2.618 53.36
1.618 50.77
1.000 49.17
0.618 48.18
HIGH 46.58
0.618 45.59
0.500 45.29
0.382 44.98
LOW 43.99
0.618 42.39
1.000 41.40
1.618 39.80
2.618 37.21
4.250 32.98
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 46.06 46.13
PP 45.67 45.81
S1 45.29 45.50

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

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