NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 45.34 45.85 0.51 1.1% 45.81
High 46.29 47.54 1.25 2.7% 47.75
Low 45.11 45.11 0.00 0.0% 44.31
Close 45.56 45.22 -0.34 -0.7% 46.19
Range 1.18 2.43 1.25 105.9% 3.44
ATR 1.94 1.97 0.04 1.8% 0.00
Volume 116,681 157,451 40,770 34.9% 480,441
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 53.25 51.66 46.56
R3 50.82 49.23 45.89
R2 48.39 48.39 45.67
R1 46.80 46.80 45.44 46.38
PP 45.96 45.96 45.96 45.75
S1 44.37 44.37 45.00 43.95
S2 43.53 43.53 44.77
S3 41.10 41.94 44.55
S4 38.67 39.51 43.88
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 47.54 44.75 2.79 6.2% 1.53 3.4% 17% True False 116,667
10 47.79 44.31 3.48 7.7% 1.76 3.9% 26% False False 106,038
20 49.53 44.31 5.22 11.5% 1.85 4.1% 17% False False 105,150
40 50.89 39.22 11.67 25.8% 2.04 4.5% 51% False False 110,164
60 55.70 39.22 16.48 36.4% 1.88 4.2% 36% False False 94,491
80 63.12 39.22 23.90 52.9% 1.81 4.0% 25% False False 83,510
100 64.39 39.22 25.17 55.7% 1.79 4.0% 24% False False 76,767
120 65.38 39.22 26.16 57.9% 1.76 3.9% 23% False False 73,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.87
2.618 53.90
1.618 51.47
1.000 49.97
0.618 49.04
HIGH 47.54
0.618 46.61
0.500 46.33
0.382 46.04
LOW 45.11
0.618 43.61
1.000 42.68
1.618 41.18
2.618 38.75
4.250 34.78
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 46.33 46.15
PP 45.96 45.84
S1 45.59 45.53

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

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