NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 45.53 47.51 1.98 4.3% 46.28
High 47.73 48.07 0.34 0.7% 47.00
Low 45.20 46.71 1.51 3.3% 43.99
Close 47.51 47.20 -0.31 -0.7% 45.16
Range 2.53 1.36 -1.17 -46.2% 3.01
ATR 2.28 2.21 -0.07 -2.9% 0.00
Volume 249,589 221,847 -27,742 -11.1% 727,337
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.41 50.66 47.95
R3 50.05 49.30 47.57
R2 48.69 48.69 47.45
R1 47.94 47.94 47.32 47.64
PP 47.33 47.33 47.33 47.17
S1 46.58 46.58 47.08 46.28
S2 45.97 45.97 46.95
S3 44.61 45.22 46.83
S4 43.25 43.86 46.45
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 48.07 44.09 3.98 8.4% 1.66 3.5% 78% True False 196,283
10 48.96 43.99 4.97 10.5% 1.97 4.2% 65% False False 177,268
20 50.04 38.51 11.53 24.4% 2.49 5.3% 75% False False 150,274
40 50.75 38.51 12.24 25.9% 2.00 4.2% 71% False False 107,682
60 62.41 38.51 23.90 50.6% 1.90 4.0% 36% False False 79,300
80 62.87 38.51 24.36 51.6% 1.81 3.8% 36% False False 64,597
100 65.03 38.51 26.52 56.2% 1.76 3.7% 33% False False 54,328
120 65.03 38.51 26.52 56.2% 1.72 3.6% 33% False False 47,029
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.85
2.618 51.63
1.618 50.27
1.000 49.43
0.618 48.91
HIGH 48.07
0.618 47.55
0.500 47.39
0.382 47.23
LOW 46.71
0.618 45.87
1.000 45.35
1.618 44.51
2.618 43.15
4.250 40.93
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 47.39 46.87
PP 47.33 46.54
S1 47.26 46.21

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

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