NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 44.98 46.05 1.07 2.4% 46.82
High 46.13 48.22 2.09 4.5% 47.62
Low 44.93 45.75 0.82 1.8% 44.67
Close 45.53 47.97 2.44 5.4% 45.80
Range 1.20 2.47 1.27 105.8% 2.95
ATR 2.23 2.26 0.03 1.5% 0.00
Volume 91,965 136,193 44,228 48.1% 338,318
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.72 53.82 49.33
R3 52.25 51.35 48.65
R2 49.78 49.78 48.42
R1 48.88 48.88 48.20 49.33
PP 47.31 47.31 47.31 47.54
S1 46.41 46.41 47.74 46.86
S2 44.84 44.84 47.52
S3 42.37 43.94 47.29
S4 39.90 41.47 46.61
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 48.22 44.67 3.55 7.4% 1.87 3.9% 93% True False 97,190
10 49.53 44.63 4.90 10.2% 2.14 4.5% 68% False False 106,921
20 50.89 39.22 11.67 24.3% 2.51 5.2% 75% False False 115,061
40 52.42 39.22 13.20 27.5% 1.98 4.1% 66% False False 97,839
60 62.80 39.22 23.58 49.2% 1.89 3.9% 37% False False 84,435
80 63.12 39.22 23.90 49.8% 1.82 3.8% 37% False False 76,015
100 65.38 39.22 26.16 54.5% 1.77 3.7% 33% False False 70,956
120 65.38 39.22 26.16 54.5% 1.77 3.7% 33% False False 68,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.72
2.618 54.69
1.618 52.22
1.000 50.69
0.618 49.75
HIGH 48.22
0.618 47.28
0.500 46.99
0.382 46.69
LOW 45.75
0.618 44.22
1.000 43.28
1.618 41.75
2.618 39.28
4.250 35.25
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 47.64 47.46
PP 47.31 46.95
S1 46.99 46.45

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

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