NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 46.69 46.54 -0.15 -0.3% 45.32
High 46.74 47.15 0.41 0.9% 48.07
Low 45.37 44.41 -0.96 -2.1% 44.09
Close 46.36 44.48 -1.88 -4.1% 45.02
Range 1.37 2.74 1.37 100.0% 3.98
ATR 2.19 2.23 0.04 1.8% 0.00
Volume 345,875 411,957 66,082 19.1% 1,096,519
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.57 51.76 45.99
R3 50.83 49.02 45.23
R2 48.09 48.09 44.98
R1 46.28 46.28 44.73 45.82
PP 45.35 45.35 45.35 45.11
S1 43.54 43.54 44.23 43.08
S2 42.61 42.61 43.98
S3 39.87 40.80 43.73
S4 37.13 38.06 42.97
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 44.41 3.66 8.2% 2.04 4.6% 2% False True 321,471
10 48.07 43.99 4.08 9.2% 1.98 4.4% 12% False False 258,367
20 50.04 39.30 10.74 24.1% 2.58 5.8% 48% False False 199,848
40 50.46 38.51 11.95 26.9% 2.08 4.7% 50% False False 139,620
60 60.65 38.51 22.14 49.8% 1.97 4.4% 27% False False 101,405
80 62.87 38.51 24.36 54.8% 1.83 4.1% 25% False False 80,999
100 65.03 38.51 26.52 59.6% 1.79 4.0% 23% False False 67,699
120 65.03 38.51 26.52 59.6% 1.74 3.9% 23% False False 58,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.80
2.618 54.32
1.618 51.58
1.000 49.89
0.618 48.84
HIGH 47.15
0.618 46.10
0.500 45.78
0.382 45.46
LOW 44.41
0.618 42.72
1.000 41.67
1.618 39.98
2.618 37.24
4.250 32.77
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 45.78 45.78
PP 45.35 45.35
S1 44.91 44.91

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

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