NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 45.81 47.19 1.38 3.0% 45.90
High 47.49 47.23 -0.26 -0.5% 48.48
Low 45.60 45.91 0.31 0.7% 44.67
Close 47.43 46.92 -0.51 -1.1% 45.56
Range 1.89 1.32 -0.57 -30.2% 3.81
ATR 2.20 2.16 -0.05 -2.2% 0.00
Volume 94,221 68,581 -25,640 -27.2% 544,568
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.65 50.10 47.65
R3 49.33 48.78 47.28
R2 48.01 48.01 47.16
R1 47.46 47.46 47.04 47.08
PP 46.69 46.69 46.69 46.49
S1 46.14 46.14 46.80 45.76
S2 45.37 45.37 46.68
S3 44.05 44.82 46.56
S4 42.73 43.50 46.19
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 45.14 3.34 7.1% 1.93 4.1% 53% False False 108,710
10 48.48 44.67 3.81 8.1% 1.87 4.0% 59% False False 97,415
20 50.89 39.59 11.30 24.1% 2.49 5.3% 65% False False 112,276
40 51.08 39.22 11.86 25.3% 2.02 4.3% 65% False False 101,860
60 61.00 39.22 21.78 46.4% 1.92 4.1% 35% False False 88,172
80 63.12 39.22 23.90 50.9% 1.81 3.8% 32% False False 78,563
100 65.38 39.22 26.16 55.8% 1.78 3.8% 29% False False 72,785
120 65.38 39.22 26.16 55.8% 1.77 3.8% 29% False False 70,326
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.84
2.618 50.69
1.618 49.37
1.000 48.55
0.618 48.05
HIGH 47.23
0.618 46.73
0.500 46.57
0.382 46.41
LOW 45.91
0.618 45.09
1.000 44.59
1.618 43.77
2.618 42.45
4.250 40.30
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 46.80 46.77
PP 46.69 46.62
S1 46.57 46.47

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

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