NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 45.05 45.38 0.33 0.7% 45.31
High 46.38 45.50 -0.88 -1.9% 47.15
Low 44.86 44.30 -0.56 -1.2% 43.71
Close 45.70 44.43 -1.27 -2.8% 45.70
Range 1.52 1.20 -0.32 -21.1% 3.44
ATR 2.13 2.08 -0.05 -2.4% 0.00
Volume 338,622 273,906 -64,716 -19.1% 1,812,620
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 48.34 47.59 45.09
R3 47.14 46.39 44.76
R2 45.94 45.94 44.65
R1 45.19 45.19 44.54 44.97
PP 44.74 44.74 44.74 44.63
S1 43.99 43.99 44.32 43.77
S2 43.54 43.54 44.21
S3 42.34 42.79 44.10
S4 41.14 41.59 43.77
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.84 54.21 47.59
R3 52.40 50.77 46.65
R2 48.96 48.96 46.33
R1 47.33 47.33 46.02 48.15
PP 45.52 45.52 45.52 45.93
S1 43.89 43.89 45.38 44.71
S2 42.08 42.08 45.07
S3 38.64 40.45 44.75
S4 35.20 37.01 43.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.15 43.71 3.44 7.7% 1.66 3.7% 21% False False 348,467
10 48.07 43.71 4.36 9.8% 1.82 4.1% 17% False False 301,179
20 50.04 43.71 6.33 14.2% 2.33 5.3% 11% False False 232,496
40 50.04 38.51 11.53 26.0% 2.06 4.6% 51% False False 161,907
60 56.44 38.51 17.93 40.4% 1.95 4.4% 33% False False 116,898
80 62.87 38.51 24.36 54.8% 1.83 4.1% 24% False False 92,326
100 64.04 38.51 25.53 57.5% 1.79 4.0% 23% False False 77,153
120 65.03 38.51 26.52 59.7% 1.73 3.9% 22% False False 66,278
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 0.31
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 50.60
2.618 48.64
1.618 47.44
1.000 46.70
0.618 46.24
HIGH 45.50
0.618 45.04
0.500 44.90
0.382 44.76
LOW 44.30
0.618 43.56
1.000 43.10
1.618 42.36
2.618 41.16
4.250 39.20
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 44.90 45.05
PP 44.74 44.84
S1 44.59 44.64

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

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