NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 47.53 47.59 0.06 0.1% 47.50
High 48.22 48.15 -0.07 -0.1% 51.74
Low 46.00 46.11 0.11 0.2% 45.39
Close 47.92 46.20 -1.72 -3.6% 47.86
Range 2.22 2.04 -0.18 -8.1% 6.35
ATR 2.38 2.36 -0.02 -1.0% 0.00
Volume 32,583 32,892 309 0.9% 238,242
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.94 51.61 47.32
R3 50.90 49.57 46.76
R2 48.86 48.86 46.57
R1 47.53 47.53 46.39 47.18
PP 46.82 46.82 46.82 46.64
S1 45.49 45.49 46.01 45.14
S2 44.78 44.78 45.83
S3 42.74 43.45 45.64
S4 40.70 41.41 45.08
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 67.38 63.97 51.35
R3 61.03 57.62 49.61
R2 54.68 54.68 49.02
R1 51.27 51.27 48.44 52.98
PP 48.33 48.33 48.33 49.18
S1 44.92 44.92 47.28 46.63
S2 41.98 41.98 46.70
S3 35.63 38.57 46.11
S4 29.28 32.22 44.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.15 45.39 4.76 10.3% 2.31 5.0% 17% False False 36,785
10 51.74 40.86 10.88 23.5% 3.09 6.7% 49% False False 41,488
20 51.74 39.97 11.77 25.5% 2.29 5.0% 53% False False 39,847
40 55.64 39.97 15.67 33.9% 1.85 4.0% 40% False False 30,664
60 63.15 39.97 23.18 50.2% 1.79 3.9% 27% False False 24,580
80 63.68 39.97 23.71 51.3% 1.70 3.7% 26% False False 20,687
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.82
2.618 53.49
1.618 51.45
1.000 50.19
0.618 49.41
HIGH 48.15
0.618 47.37
0.500 47.13
0.382 46.89
LOW 46.11
0.618 44.85
1.000 44.07
1.618 42.81
2.618 40.77
4.250 37.44
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 47.13 47.50
PP 46.82 47.07
S1 46.51 46.63

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

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