NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 47.37 46.64 -0.73 -1.5% 47.53
High 47.63 46.73 -0.90 -1.9% 48.22
Low 45.88 45.30 -0.58 -1.3% 45.62
Close 46.47 45.46 -1.01 -2.2% 46.47
Range 1.75 1.43 -0.32 -18.3% 2.60
ATR 2.30 2.24 -0.06 -2.7% 0.00
Volume 34,727 34,139 -588 -1.7% 141,719
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.12 49.22 46.25
R3 48.69 47.79 45.85
R2 47.26 47.26 45.72
R1 46.36 46.36 45.59 46.10
PP 45.83 45.83 45.83 45.70
S1 44.93 44.93 45.33 44.67
S2 44.40 44.40 45.20
S3 42.97 43.50 45.07
S4 41.54 42.07 44.67
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.57 53.12 47.90
R3 51.97 50.52 47.19
R2 49.37 49.37 46.95
R1 47.92 47.92 46.71 47.35
PP 46.77 46.77 46.77 46.48
S1 45.32 45.32 46.23 44.75
S2 44.17 44.17 45.99
S3 41.57 42.72 45.76
S4 38.97 40.12 45.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.22 45.30 2.92 6.4% 1.92 4.2% 5% False True 35,171
10 51.74 45.30 6.44 14.2% 2.73 6.0% 2% False True 41,410
20 51.74 39.97 11.77 25.9% 2.37 5.2% 47% False False 38,633
40 53.60 39.97 13.63 30.0% 1.88 4.1% 40% False False 32,512
60 62.97 39.97 23.00 50.6% 1.81 4.0% 24% False False 25,983
80 63.32 39.97 23.35 51.4% 1.71 3.8% 24% False False 21,825
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 52.81
2.618 50.47
1.618 49.04
1.000 48.16
0.618 47.61
HIGH 46.73
0.618 46.18
0.500 46.02
0.382 45.85
LOW 45.30
0.618 44.42
1.000 43.87
1.618 42.99
2.618 41.56
4.250 39.22
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 46.02 46.54
PP 45.83 46.18
S1 45.65 45.82

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

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