NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 45.32 44.54 -0.78 -1.7% 46.28
High 45.47 45.63 0.16 0.4% 47.00
Low 44.09 44.35 0.26 0.6% 43.99
Close 44.43 45.00 0.57 1.3% 45.16
Range 1.38 1.28 -0.10 -7.2% 3.01
ATR 2.32 2.25 -0.07 -3.2% 0.00
Volume 171,247 170,349 -898 -0.5% 727,337
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 48.83 48.20 45.70
R3 47.55 46.92 45.35
R2 46.27 46.27 45.23
R1 45.64 45.64 45.12 45.96
PP 44.99 44.99 44.99 45.15
S1 44.36 44.36 44.88 44.68
S2 43.71 43.71 44.77
S3 42.43 43.08 44.65
S4 41.15 41.80 44.30
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 46.88 43.99 2.89 6.4% 1.85 4.1% 35% False False 180,950
10 49.50 43.89 5.61 12.5% 2.40 5.3% 20% False False 165,355
20 50.04 38.51 11.53 25.6% 2.48 5.5% 56% False False 135,471
40 52.41 38.51 13.90 30.9% 1.97 4.4% 47% False False 97,093
60 62.41 38.51 23.90 53.1% 1.89 4.2% 27% False False 72,198
80 62.87 38.51 24.36 54.1% 1.80 4.0% 27% False False 59,067
100 65.03 38.51 26.52 58.9% 1.74 3.9% 24% False False 49,917
120 65.03 38.51 26.52 58.9% 1.73 3.9% 24% False False 43,297
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 0.54
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.07
2.618 48.98
1.618 47.70
1.000 46.91
0.618 46.42
HIGH 45.63
0.618 45.14
0.500 44.99
0.382 44.84
LOW 44.35
0.618 43.56
1.000 43.07
1.618 42.28
2.618 41.00
4.250 38.91
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 45.00 45.26
PP 44.99 45.17
S1 44.99 45.09

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

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