NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 46.16 45.32 -0.84 -1.8% 46.28
High 46.43 45.47 -0.96 -2.1% 47.00
Low 44.66 44.09 -0.57 -1.3% 43.99
Close 45.16 44.43 -0.73 -1.6% 45.16
Range 1.77 1.38 -0.39 -22.0% 3.01
ATR 2.39 2.32 -0.07 -3.0% 0.00
Volume 168,383 171,247 2,864 1.7% 727,337
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 48.80 48.00 45.19
R3 47.42 46.62 44.81
R2 46.04 46.04 44.68
R1 45.24 45.24 44.56 44.95
PP 44.66 44.66 44.66 44.52
S1 43.86 43.86 44.30 43.57
S2 43.28 43.28 44.18
S3 41.90 42.48 44.05
S4 40.52 41.10 43.67
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.41 52.80 46.82
R3 51.40 49.79 45.99
R2 48.39 48.39 45.71
R1 46.78 46.78 45.44 46.08
PP 45.38 45.38 45.38 45.04
S1 43.77 43.77 44.88 43.07
S2 42.37 42.37 44.61
S3 39.36 40.76 44.33
S4 36.35 37.75 43.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.00 43.99 3.01 6.8% 2.05 4.6% 15% False False 179,716
10 50.04 43.89 6.15 13.8% 2.85 6.4% 9% False False 163,812
20 50.04 38.51 11.53 26.0% 2.46 5.5% 51% False False 131,753
40 52.45 38.51 13.94 31.4% 1.97 4.4% 42% False False 93,319
60 62.41 38.51 23.90 53.8% 1.89 4.3% 25% False False 69,629
80 62.87 38.51 24.36 54.8% 1.81 4.1% 24% False False 57,159
100 65.03 38.51 26.52 59.7% 1.75 3.9% 22% False False 48,311
120 65.03 38.51 26.52 59.7% 1.74 3.9% 22% False False 41,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.66
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 51.34
2.618 49.08
1.618 47.70
1.000 46.85
0.618 46.32
HIGH 45.47
0.618 44.94
0.500 44.78
0.382 44.62
LOW 44.09
0.618 43.24
1.000 42.71
1.618 41.86
2.618 40.48
4.250 38.23
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 44.78 45.29
PP 44.66 45.00
S1 44.55 44.72

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

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