NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 47.19 47.05 -0.14 -0.3% 45.90
High 47.23 47.75 0.52 1.1% 48.48
Low 45.91 45.04 -0.87 -1.9% 44.67
Close 46.92 45.10 -1.82 -3.9% 45.56
Range 1.32 2.71 1.39 105.3% 3.81
ATR 2.16 2.20 0.04 1.8% 0.00
Volume 68,581 98,544 29,963 43.7% 544,568
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.09 52.31 46.59
R3 51.38 49.60 45.85
R2 48.67 48.67 45.60
R1 46.89 46.89 45.35 46.43
PP 45.96 45.96 45.96 45.73
S1 44.18 44.18 44.85 43.72
S2 43.25 43.25 44.60
S3 40.54 41.47 44.35
S4 37.83 38.76 43.61
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 45.04 3.44 7.6% 1.98 4.4% 2% False True 101,181
10 48.48 44.67 3.81 8.4% 1.93 4.3% 11% False False 99,185
20 50.89 40.10 10.79 23.9% 2.54 5.6% 46% False False 110,906
40 51.08 39.22 11.86 26.3% 2.05 4.5% 50% False False 102,731
60 61.00 39.22 21.78 48.3% 1.95 4.3% 27% False False 89,288
80 63.12 39.22 23.90 53.0% 1.82 4.0% 25% False False 78,914
100 65.38 39.22 26.16 58.0% 1.80 4.0% 22% False False 73,096
120 65.38 39.22 26.16 58.0% 1.77 3.9% 22% False False 70,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 59.27
2.618 54.84
1.618 52.13
1.000 50.46
0.618 49.42
HIGH 47.75
0.618 46.71
0.500 46.40
0.382 46.08
LOW 45.04
0.618 43.37
1.000 42.33
1.618 40.66
2.618 37.95
4.250 33.52
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 46.40 46.40
PP 45.96 45.96
S1 45.53 45.53

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

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