NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 48.47 48.03 -0.44 -0.9% 46.64
High 48.96 48.31 -0.65 -1.3% 48.96
Low 47.72 45.78 -1.94 -4.1% 45.30
Close 48.19 46.17 -2.02 -4.2% 46.17
Range 1.24 2.53 1.29 104.0% 3.66
ATR 2.14 2.16 0.03 1.3% 0.00
Volume 39,905 32,478 -7,427 -18.6% 208,953
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.34 52.79 47.56
R3 51.81 50.26 46.87
R2 49.28 49.28 46.63
R1 47.73 47.73 46.40 47.24
PP 46.75 46.75 46.75 46.51
S1 45.20 45.20 45.94 44.71
S2 44.22 44.22 45.71
S3 41.69 42.67 45.47
S4 39.16 40.14 44.78
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.79 55.64 48.18
R3 54.13 51.98 47.18
R2 50.47 50.47 46.84
R1 48.32 48.32 46.51 47.57
PP 46.81 46.81 46.81 46.43
S1 44.66 44.66 45.83 43.91
S2 43.15 43.15 45.50
S3 39.49 41.00 45.16
S4 35.83 37.34 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.96 45.30 3.66 7.9% 1.76 3.8% 24% False False 41,790
10 49.00 45.30 3.70 8.0% 1.85 4.0% 24% False False 37,176
20 51.74 39.97 11.77 25.5% 2.47 5.3% 53% False False 40,398
40 51.74 39.97 11.77 25.5% 1.94 4.2% 53% False False 35,055
60 61.86 39.97 21.89 47.4% 1.84 4.0% 28% False False 28,318
80 63.32 39.97 23.35 50.6% 1.72 3.7% 27% False False 23,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 59.06
2.618 54.93
1.618 52.40
1.000 50.84
0.618 49.87
HIGH 48.31
0.618 47.34
0.500 47.05
0.382 46.75
LOW 45.78
0.618 44.22
1.000 43.25
1.618 41.69
2.618 39.16
4.250 35.03
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 47.05 47.37
PP 46.75 46.97
S1 46.46 46.57

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

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