NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 46.43 47.60 1.17 2.5% 46.64
High 48.04 47.87 -0.17 -0.4% 48.96
Low 46.25 46.55 0.30 0.6% 45.30
Close 48.01 47.57 -0.44 -0.9% 46.17
Range 1.79 1.32 -0.47 -26.3% 3.66
ATR 2.14 2.09 -0.05 -2.3% 0.00
Volume 24,662 32,352 7,690 31.2% 208,953
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.29 50.75 48.30
R3 49.97 49.43 47.93
R2 48.65 48.65 47.81
R1 48.11 48.11 47.69 47.72
PP 47.33 47.33 47.33 47.14
S1 46.79 46.79 47.45 46.40
S2 46.01 46.01 47.33
S3 44.69 45.47 47.21
S4 43.37 44.15 46.84
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 45.78 3.18 6.7% 1.86 3.9% 56% False False 34,691
10 48.96 45.30 3.66 7.7% 1.79 3.8% 62% False False 37,510
20 51.74 40.23 11.51 24.2% 2.42 5.1% 64% False False 39,904
40 51.74 39.97 11.77 24.7% 1.96 4.1% 65% False False 35,625
60 61.26 39.97 21.29 44.8% 1.86 3.9% 36% False False 28,988
80 63.32 39.97 23.35 49.1% 1.71 3.6% 33% False False 23,975
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.48
2.618 51.33
1.618 50.01
1.000 49.19
0.618 48.69
HIGH 47.87
0.618 47.37
0.500 47.21
0.382 47.05
LOW 46.55
0.618 45.73
1.000 45.23
1.618 44.41
2.618 43.09
4.250 40.94
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 47.45 47.40
PP 47.33 47.22
S1 47.21 47.05

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

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