NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 47.59 46.17 -1.42 -3.0% 47.50
High 48.15 47.78 -0.37 -0.8% 51.74
Low 46.11 45.62 -0.49 -1.1% 45.39
Close 46.20 47.68 1.48 3.2% 47.86
Range 2.04 2.16 0.12 5.9% 6.35
ATR 2.36 2.34 -0.01 -0.6% 0.00
Volume 32,892 41,517 8,625 26.2% 238,242
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.51 52.75 48.87
R3 51.35 50.59 48.27
R2 49.19 49.19 48.08
R1 48.43 48.43 47.88 48.81
PP 47.03 47.03 47.03 47.22
S1 46.27 46.27 47.48 46.65
S2 44.87 44.87 47.28
S3 42.71 44.11 47.09
S4 40.55 41.95 46.49
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 45.62 4.53 9.5% 2.09 4.4% 45% False True 33,241
10 51.74 41.44 10.30 21.6% 3.20 6.7% 61% False False 41,787
20 51.74 39.97 11.77 24.7% 2.34 4.9% 66% False False 39,597
40 54.37 39.97 14.40 30.2% 1.85 3.9% 54% False False 31,301
60 63.15 39.97 23.18 48.6% 1.81 3.8% 33% False False 25,143
80 63.32 39.97 23.35 49.0% 1.70 3.6% 33% False False 21,152
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.96
2.618 53.43
1.618 51.27
1.000 49.94
0.618 49.11
HIGH 47.78
0.618 46.95
0.500 46.70
0.382 46.45
LOW 45.62
0.618 44.29
1.000 43.46
1.618 42.13
2.618 39.97
4.250 36.44
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 47.35 47.43
PP 47.03 47.17
S1 46.70 46.92

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

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