NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 45.38 44.50 -0.88 -1.9% 45.31
High 45.50 45.70 0.20 0.4% 47.15
Low 44.30 44.30 0.00 0.0% 43.71
Close 44.43 45.23 0.80 1.8% 45.70
Range 1.20 1.40 0.20 16.7% 3.44
ATR 2.08 2.03 -0.05 -2.3% 0.00
Volume 273,906 265,176 -8,730 -3.2% 1,812,620
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.28 48.65 46.00
R3 47.88 47.25 45.62
R2 46.48 46.48 45.49
R1 45.85 45.85 45.36 46.17
PP 45.08 45.08 45.08 45.23
S1 44.45 44.45 45.10 44.77
S2 43.68 43.68 44.97
S3 42.28 43.05 44.85
S4 40.88 41.65 44.46
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 7.6% 1.67 3.7% 44% False False 332,327
10 48.07 43.71 4.36 9.6% 1.83 4.1% 35% False False 310,662
20 49.50 43.71 5.79 12.8% 2.12 4.7% 26% False False 238,009
40 50.04 38.51 11.53 25.5% 2.05 4.5% 58% False False 167,786
60 55.06 38.51 16.55 36.6% 1.92 4.3% 41% False False 120,886
80 62.87 38.51 24.36 53.9% 1.81 4.0% 28% False False 95,407
100 64.04 38.51 25.53 56.4% 1.78 3.9% 26% False False 79,636
120 65.03 38.51 26.52 58.6% 1.73 3.8% 25% False False 68,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.65
2.618 49.37
1.618 47.97
1.000 47.10
0.618 46.57
HIGH 45.70
0.618 45.17
0.500 45.00
0.382 44.83
LOW 44.30
0.618 43.43
1.000 42.90
1.618 42.03
2.618 40.63
4.250 38.35
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 45.15 45.34
PP 45.08 45.30
S1 45.00 45.27

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

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