NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 48.12 48.52 0.40 0.8% 47.50
High 48.81 48.76 -0.05 -0.1% 52.47
Low 46.55 46.84 0.29 0.6% 46.10
Close 48.56 46.88 -1.68 -3.5% 48.46
Range 2.26 1.92 -0.34 -15.0% 6.37
ATR 2.29 2.26 -0.03 -1.1% 0.00
Volume 16,905 15,428 -1,477 -8.7% 129,017
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.25 51.99 47.94
R3 51.33 50.07 47.41
R2 49.41 49.41 47.23
R1 48.15 48.15 47.06 47.82
PP 47.49 47.49 47.49 47.33
S1 46.23 46.23 46.70 45.90
S2 45.57 45.57 46.53
S3 43.65 44.31 46.35
S4 41.73 42.39 45.82
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 68.12 64.66 51.96
R3 61.75 58.29 50.21
R2 55.38 55.38 49.63
R1 51.92 51.92 49.04 53.65
PP 49.01 49.01 49.01 49.88
S1 45.55 45.55 47.88 47.28
S2 42.64 42.64 47.29
S3 36.27 39.18 46.71
S4 29.90 32.81 44.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.67 46.10 4.57 9.7% 2.17 4.6% 17% False False 18,411
10 52.47 41.56 10.91 23.3% 2.98 6.4% 49% False False 22,350
20 52.47 40.67 11.80 25.2% 2.12 4.5% 53% False False 19,962
40 56.04 40.67 15.37 32.8% 1.73 3.7% 40% False False 14,542
60 63.33 40.67 22.66 48.3% 1.67 3.6% 27% False False 11,509
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.92
2.618 53.79
1.618 51.87
1.000 50.68
0.618 49.95
HIGH 48.76
0.618 48.03
0.500 47.80
0.382 47.57
LOW 46.84
0.618 45.65
1.000 44.92
1.618 43.73
2.618 41.81
4.250 38.68
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 47.80 47.90
PP 47.49 47.56
S1 47.19 47.22

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

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