NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 46.05 47.97 1.92 4.2% 46.82
High 48.22 48.48 0.26 0.5% 47.62
Low 45.75 47.16 1.41 3.1% 44.67
Close 47.97 47.66 -0.31 -0.6% 45.80
Range 2.47 1.32 -1.15 -46.6% 2.95
ATR 2.26 2.19 -0.07 -3.0% 0.00
Volume 136,193 142,704 6,511 4.8% 338,318
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.73 51.01 48.39
R3 50.41 49.69 48.02
R2 49.09 49.09 47.90
R1 48.37 48.37 47.78 48.07
PP 47.77 47.77 47.77 47.62
S1 47.05 47.05 47.54 46.75
S2 46.45 46.45 47.42
S3 45.13 45.73 47.30
S4 43.81 44.41 46.93
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 48.48 44.67 3.81 8.0% 1.64 3.4% 78% True False 108,401
10 49.53 44.67 4.86 10.2% 1.93 4.1% 62% False False 104,262
20 50.89 39.22 11.67 24.5% 2.46 5.2% 72% False False 117,532
40 51.43 39.22 12.21 25.6% 1.97 4.1% 69% False False 100,136
60 62.80 39.22 23.58 49.5% 1.89 4.0% 36% False False 86,112
80 63.12 39.22 23.90 50.1% 1.81 3.8% 35% False False 77,332
100 65.38 39.22 26.16 54.9% 1.77 3.7% 32% False False 71,726
120 65.38 39.22 26.16 54.9% 1.76 3.7% 32% False False 68,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.09
2.618 51.94
1.618 50.62
1.000 49.80
0.618 49.30
HIGH 48.48
0.618 47.98
0.500 47.82
0.382 47.66
LOW 47.16
0.618 46.34
1.000 45.84
1.618 45.02
2.618 43.70
4.250 41.55
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 47.82 47.34
PP 47.77 47.02
S1 47.71 46.71

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

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