NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 47.05 45.23 -1.82 -3.9% 45.90
High 47.75 45.74 -2.01 -4.2% 48.48
Low 45.04 44.31 -0.73 -1.6% 44.67
Close 45.10 45.48 0.38 0.8% 45.56
Range 2.71 1.43 -1.28 -47.2% 3.81
ATR 2.20 2.14 -0.05 -2.5% 0.00
Volume 98,544 113,848 15,304 15.5% 544,568
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.47 48.90 46.27
R3 48.04 47.47 45.87
R2 46.61 46.61 45.74
R1 46.04 46.04 45.61 46.33
PP 45.18 45.18 45.18 45.32
S1 44.61 44.61 45.35 44.90
S2 43.75 43.75 45.22
S3 42.32 43.18 45.09
S4 40.89 41.75 44.69
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 47.79 44.31 3.48 7.7% 2.00 4.4% 34% False True 95,409
10 48.48 44.31 4.17 9.2% 1.82 4.0% 28% False True 101,905
20 50.89 40.57 10.32 22.7% 2.56 5.6% 48% False False 111,203
40 50.89 39.22 11.67 25.7% 2.03 4.5% 54% False False 103,770
60 60.26 39.22 21.04 46.3% 1.94 4.3% 30% False False 90,670
80 63.12 39.22 23.90 52.6% 1.82 4.0% 26% False False 79,683
100 65.38 39.22 26.16 57.5% 1.80 4.0% 24% False False 73,812
120 65.38 39.22 26.16 57.5% 1.76 3.9% 24% False False 71,228
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.82
2.618 49.48
1.618 48.05
1.000 47.17
0.618 46.62
HIGH 45.74
0.618 45.19
0.500 45.03
0.382 44.86
LOW 44.31
0.618 43.43
1.000 42.88
1.618 42.00
2.618 40.57
4.250 38.23
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 45.33 46.03
PP 45.18 45.85
S1 45.03 45.66

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

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