NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 44.50 44.92 0.42 0.9% 45.31
High 45.70 45.85 0.15 0.3% 47.15
Low 44.30 44.68 0.38 0.9% 43.71
Close 45.23 45.09 -0.14 -0.3% 45.70
Range 1.40 1.17 -0.23 -16.4% 3.44
ATR 2.03 1.97 -0.06 -3.0% 0.00
Volume 265,176 355,853 90,677 34.2% 1,812,620
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 48.72 48.07 45.73
R3 47.55 46.90 45.41
R2 46.38 46.38 45.30
R1 45.73 45.73 45.20 46.06
PP 45.21 45.21 45.21 45.37
S1 44.56 44.56 44.98 44.89
S2 44.04 44.04 44.88
S3 42.87 43.39 44.77
S4 41.70 42.22 44.45
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 46.38 43.71 2.67 5.9% 1.35 3.0% 52% False False 321,106
10 48.07 43.71 4.36 9.7% 1.70 3.8% 32% False False 321,288
20 48.96 43.71 5.25 11.6% 1.94 4.3% 26% False False 246,813
40 50.04 38.51 11.53 25.6% 2.06 4.6% 57% False False 175,605
60 55.06 38.51 16.55 36.7% 1.90 4.2% 40% False False 126,265
80 62.87 38.51 24.36 54.0% 1.81 4.0% 27% False False 99,461
100 64.04 38.51 25.53 56.6% 1.77 3.9% 26% False False 83,028
120 65.03 38.51 26.52 58.8% 1.73 3.8% 25% False False 71,252
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 50.82
2.618 48.91
1.618 47.74
1.000 47.02
0.618 46.57
HIGH 45.85
0.618 45.40
0.500 45.27
0.382 45.13
LOW 44.68
0.618 43.96
1.000 43.51
1.618 42.79
2.618 41.62
4.250 39.71
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 45.27 45.09
PP 45.21 45.08
S1 45.15 45.08

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

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