NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 47.17 45.31 -1.86 -3.9% 45.32
High 47.34 47.02 -0.32 -0.7% 48.07
Low 44.59 45.03 0.44 1.0% 44.09
Close 45.02 46.96 1.94 4.3% 45.02
Range 2.75 1.99 -0.76 -27.6% 3.98
ATR 2.25 2.23 -0.02 -0.8% 0.00
Volume 283,487 344,190 60,703 21.4% 1,096,519
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.31 51.62 48.05
R3 50.32 49.63 47.51
R2 48.33 48.33 47.32
R1 47.64 47.64 47.14 47.99
PP 46.34 46.34 46.34 46.51
S1 45.65 45.65 46.78 46.00
S2 44.35 44.35 46.60
S3 42.36 43.66 46.41
S4 40.37 41.67 45.87
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.67 55.32 47.21
R3 53.69 51.34 46.11
R2 49.71 49.71 45.75
R1 47.36 47.36 45.38 46.55
PP 45.73 45.73 45.73 45.32
S1 43.38 43.38 44.66 42.57
S2 41.75 41.75 44.29
S3 37.77 39.40 43.93
S4 33.79 35.42 42.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.07 44.35 3.72 7.9% 1.98 4.2% 70% False False 253,892
10 48.07 43.99 4.08 8.7% 2.02 4.3% 73% False False 216,804
20 50.04 38.51 11.53 24.6% 2.60 5.5% 73% False False 171,400
40 50.46 38.51 11.95 25.4% 2.05 4.4% 71% False False 121,860
60 60.85 38.51 22.34 47.6% 1.94 4.1% 38% False False 89,141
80 62.87 38.51 24.36 51.9% 1.83 3.9% 35% False False 72,032
100 65.03 38.51 26.52 56.5% 1.78 3.8% 32% False False 60,415
120 65.03 38.51 26.52 56.5% 1.74 3.7% 32% False False 52,164
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.48
2.618 52.23
1.618 50.24
1.000 49.01
0.618 48.25
HIGH 47.02
0.618 46.26
0.500 46.03
0.382 45.79
LOW 45.03
0.618 43.80
1.000 43.04
1.618 41.81
2.618 39.82
4.250 36.57
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 46.65 46.75
PP 46.34 46.54
S1 46.03 46.33

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

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