NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 45.90 44.98 -0.92 -2.0% 46.82
High 46.10 46.13 0.03 0.1% 47.62
Low 44.67 44.93 0.26 0.6% 44.67
Close 44.90 45.53 0.63 1.4% 45.80
Range 1.43 1.20 -0.23 -16.1% 2.95
ATR 2.30 2.23 -0.08 -3.3% 0.00
Volume 71,851 91,965 20,114 28.0% 338,318
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.13 48.53 46.19
R3 47.93 47.33 45.86
R2 46.73 46.73 45.75
R1 46.13 46.13 45.64 46.43
PP 45.53 45.53 45.53 45.68
S1 44.93 44.93 45.42 45.23
S2 44.33 44.33 45.31
S3 43.13 43.73 45.20
S4 41.93 42.53 44.87
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 47.51 44.67 2.84 6.2% 1.81 4.0% 30% False False 86,120
10 50.22 44.63 5.59 12.3% 2.36 5.2% 16% False False 110,321
20 50.89 39.22 11.67 25.6% 2.45 5.4% 54% False False 111,869
40 53.06 39.22 13.84 30.4% 1.95 4.3% 46% False False 95,715
60 62.80 39.22 23.58 51.8% 1.88 4.1% 27% False False 82,724
80 63.12 39.22 23.90 52.5% 1.80 4.0% 26% False False 75,036
100 65.38 39.22 26.16 57.5% 1.75 3.8% 24% False False 70,416
120 65.38 39.22 26.16 57.5% 1.78 3.9% 24% False False 67,525
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 0.49
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.23
2.618 49.27
1.618 48.07
1.000 47.33
0.618 46.87
HIGH 46.13
0.618 45.67
0.500 45.53
0.382 45.39
LOW 44.93
0.618 44.19
1.000 43.73
1.618 42.99
2.618 41.79
4.250 39.83
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 45.53 45.84
PP 45.53 45.74
S1 45.53 45.63

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

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