NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 47.60 45.81 -1.79 -3.8% 45.90
High 47.79 47.49 -0.30 -0.6% 48.48
Low 45.14 45.60 0.46 1.0% 44.67
Close 45.56 47.43 1.87 4.1% 45.56
Range 2.65 1.89 -0.76 -28.7% 3.81
ATR 2.23 2.20 -0.02 -1.0% 0.00
Volume 101,855 94,221 -7,634 -7.5% 544,568
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.51 51.86 48.47
R3 50.62 49.97 47.95
R2 48.73 48.73 47.78
R1 48.08 48.08 47.60 48.41
PP 46.84 46.84 46.84 47.00
S1 46.19 46.19 47.26 46.52
S2 44.95 44.95 47.08
S3 43.06 44.30 46.91
S4 41.17 42.41 46.39
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.67 55.42 47.66
R3 53.86 51.61 46.61
R2 50.05 50.05 46.26
R1 47.80 47.80 45.91 47.02
PP 46.24 46.24 46.24 45.85
S1 43.99 43.99 45.21 43.21
S2 42.43 42.43 44.86
S3 38.62 40.18 44.51
S4 34.81 36.37 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.48 44.93 3.55 7.5% 1.91 4.0% 70% False False 113,387
10 48.48 44.67 3.81 8.0% 1.97 4.2% 72% False False 97,710
20 50.89 39.22 11.67 24.6% 2.56 5.4% 70% False False 114,795
40 51.08 39.22 11.86 25.0% 2.02 4.3% 69% False False 101,407
60 61.20 39.22 21.98 46.3% 1.92 4.0% 37% False False 87,537
80 63.12 39.22 23.90 50.4% 1.82 3.8% 34% False False 78,441
100 65.38 39.22 26.16 55.2% 1.78 3.8% 31% False False 72,934
120 65.38 39.22 26.16 55.2% 1.78 3.7% 31% False False 70,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.52
2.618 52.44
1.618 50.55
1.000 49.38
0.618 48.66
HIGH 47.49
0.618 46.77
0.500 46.55
0.382 46.32
LOW 45.60
0.618 44.43
1.000 43.71
1.618 42.54
2.618 40.65
4.250 37.57
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 47.14 47.22
PP 46.84 47.02
S1 46.55 46.81

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

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