NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 45.99 46.27 0.28 0.6% 46.43
High 46.44 47.47 1.03 2.2% 48.42
Low 45.06 46.17 1.11 2.5% 45.06
Close 46.18 46.80 0.62 1.3% 46.80
Range 1.38 1.30 -0.08 -5.8% 3.36
ATR 2.08 2.02 -0.06 -2.7% 0.00
Volume 51,047 56,057 5,010 9.8% 202,456
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.71 50.06 47.52
R3 49.41 48.76 47.16
R2 48.11 48.11 47.04
R1 47.46 47.46 46.92 47.79
PP 46.81 46.81 46.81 46.98
S1 46.16 46.16 46.68 46.49
S2 45.51 45.51 46.56
S3 44.21 44.86 46.44
S4 42.91 43.56 46.09
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.84 55.18 48.65
R3 53.48 51.82 47.72
R2 50.12 50.12 47.42
R1 48.46 48.46 47.11 49.29
PP 46.76 46.76 46.76 47.18
S1 45.10 45.10 46.49 45.93
S2 43.40 43.40 46.18
S3 40.04 41.74 45.88
S4 36.68 38.38 44.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.42 45.06 3.36 7.2% 1.69 3.6% 52% False False 40,491
10 48.96 45.06 3.90 8.3% 1.72 3.7% 45% False False 41,140
20 51.74 44.40 7.34 15.7% 2.35 5.0% 33% False False 41,312
40 51.74 39.97 11.77 25.1% 1.98 4.2% 58% False False 37,980
60 59.75 39.97 19.78 42.3% 1.88 4.0% 35% False False 30,881
80 63.32 39.97 23.35 49.9% 1.73 3.7% 29% False False 25,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.00
2.618 50.87
1.618 49.57
1.000 48.77
0.618 48.27
HIGH 47.47
0.618 46.97
0.500 46.82
0.382 46.67
LOW 46.17
0.618 45.37
1.000 44.87
1.618 44.07
2.618 42.77
4.250 40.65
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 46.82 46.78
PP 46.81 46.76
S1 46.81 46.74

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

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