NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 46.27 46.48 0.21 0.5% 46.43
High 47.47 46.52 -0.95 -2.0% 48.42
Low 46.17 45.35 -0.82 -1.8% 45.06
Close 46.80 45.45 -1.35 -2.9% 46.80
Range 1.30 1.17 -0.13 -10.0% 3.36
ATR 2.02 1.98 -0.04 -2.0% 0.00
Volume 56,057 42,511 -13,546 -24.2% 202,456
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.28 48.54 46.09
R3 48.11 47.37 45.77
R2 46.94 46.94 45.66
R1 46.20 46.20 45.56 45.99
PP 45.77 45.77 45.77 45.67
S1 45.03 45.03 45.34 44.82
S2 44.60 44.60 45.24
S3 43.43 43.86 45.13
S4 42.26 42.69 44.81
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 7.4% 1.56 3.4% 12% False False 44,061
10 48.96 45.06 3.90 8.6% 1.70 3.7% 10% False False 41,978
20 51.74 45.06 6.68 14.7% 2.21 4.9% 6% False False 41,694
40 51.74 39.97 11.77 25.9% 1.97 4.3% 47% False False 38,359
60 58.67 39.97 18.70 41.1% 1.87 4.1% 29% False False 31,364
80 63.32 39.97 23.35 51.4% 1.73 3.8% 23% False False 25,850
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 0.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 51.49
2.618 49.58
1.618 48.41
1.000 47.69
0.618 47.24
HIGH 46.52
0.618 46.07
0.500 45.94
0.382 45.80
LOW 45.35
0.618 44.63
1.000 44.18
1.618 43.46
2.618 42.29
4.250 40.38
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 45.94 46.27
PP 45.77 45.99
S1 45.61 45.72

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

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