NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 45.47 46.78 1.31 2.9% 46.82
High 47.16 47.01 -0.15 -0.3% 47.62
Low 44.67 45.23 0.56 1.3% 44.67
Close 47.04 45.80 -1.24 -2.6% 45.80
Range 2.49 1.78 -0.71 -28.5% 2.95
ATR 2.41 2.37 -0.04 -1.8% 0.00
Volume 86,648 99,295 12,647 14.6% 338,318
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.35 50.36 46.78
R3 49.57 48.58 46.29
R2 47.79 47.79 46.13
R1 46.80 46.80 45.96 46.41
PP 46.01 46.01 46.01 45.82
S1 45.02 45.02 45.64 44.63
S2 44.23 44.23 45.47
S3 42.45 43.24 45.31
S4 40.67 41.46 44.82
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.88 53.29 47.42
R3 51.93 50.34 46.61
R2 48.98 48.98 46.34
R1 47.39 47.39 46.07 46.71
PP 46.03 46.03 46.03 45.69
S1 44.44 44.44 45.53 43.76
S2 43.08 43.08 45.26
S3 40.13 41.49 44.99
S4 37.18 38.54 44.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.38 44.67 3.71 8.1% 2.06 4.5% 30% False False 91,420
10 50.89 43.50 7.39 16.1% 3.07 6.7% 31% False False 120,438
20 50.89 39.22 11.67 25.5% 2.42 5.3% 56% False False 114,618
40 53.06 39.22 13.84 30.2% 1.93 4.2% 48% False False 93,916
60 62.80 39.22 23.58 51.5% 1.88 4.1% 28% False False 81,889
80 63.12 39.22 23.90 52.2% 1.81 3.9% 28% False False 74,043
100 65.38 39.22 26.16 57.1% 1.76 3.8% 25% False False 69,658
120 65.38 39.22 26.16 57.1% 1.78 3.9% 25% False False 66,547
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.58
2.618 51.67
1.618 49.89
1.000 48.79
0.618 48.11
HIGH 47.01
0.618 46.33
0.500 46.12
0.382 45.91
LOW 45.23
0.618 44.13
1.000 43.45
1.618 42.35
2.618 40.57
4.250 37.67
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 46.12 46.09
PP 46.01 45.99
S1 45.91 45.90

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

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