NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 45.94 44.92 -1.02 -2.2% 45.81
High 45.96 46.10 0.14 0.3% 47.75
Low 44.75 44.75 0.00 0.0% 44.31
Close 44.87 45.64 0.77 1.7% 46.19
Range 1.21 1.35 0.14 11.6% 3.44
ATR 2.05 2.00 -0.05 -2.4% 0.00
Volume 114,882 89,078 -25,804 -22.5% 480,441
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.55 48.94 46.38
R3 48.20 47.59 46.01
R2 46.85 46.85 45.89
R1 46.24 46.24 45.76 46.55
PP 45.50 45.50 45.50 45.65
S1 44.89 44.89 45.52 45.20
S2 44.15 44.15 45.39
S3 42.80 43.54 45.27
S4 41.45 42.19 44.90
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.40 54.74 48.08
R3 52.96 51.30 47.14
R2 49.52 49.52 46.82
R1 47.86 47.86 46.51 48.69
PP 46.08 46.08 46.08 46.50
S1 44.42 44.42 45.87 45.25
S2 42.64 42.64 45.56
S3 39.20 40.98 45.24
S4 35.76 37.54 44.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.75 44.31 3.44 7.5% 1.63 3.6% 39% False False 104,319
10 48.48 44.31 4.17 9.1% 1.78 3.9% 32% False False 106,515
20 50.22 44.31 5.91 12.9% 2.07 4.5% 23% False False 108,418
40 50.89 39.22 11.67 25.6% 2.02 4.4% 55% False False 106,559
60 55.70 39.22 16.48 36.1% 1.90 4.2% 39% False False 92,664
80 63.12 39.22 23.90 52.4% 1.80 3.9% 27% False False 81,403
100 64.39 39.22 25.17 55.1% 1.78 3.9% 26% False False 75,086
120 65.38 39.22 26.16 57.3% 1.75 3.8% 25% False False 72,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.84
2.618 49.63
1.618 48.28
1.000 47.45
0.618 46.93
HIGH 46.10
0.618 45.58
0.500 45.43
0.382 45.27
LOW 44.75
0.618 43.92
1.000 43.40
1.618 42.57
2.618 41.22
4.250 39.01
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 45.57 45.82
PP 45.50 45.76
S1 45.43 45.70

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

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