NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 46.28 47.96 1.68 3.6% 48.12
High 48.44 47.96 -0.48 -1.0% 48.81
Low 46.10 46.49 0.39 0.8% 46.10
Close 48.33 47.13 -1.20 -2.5% 47.13
Range 2.34 1.47 -0.87 -37.2% 2.71
ATR 2.27 2.24 -0.03 -1.3% 0.00
Volume 21,704 24,772 3,068 14.1% 78,809
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.60 50.84 47.94
R3 50.13 49.37 47.53
R2 48.66 48.66 47.40
R1 47.90 47.90 47.26 47.55
PP 47.19 47.19 47.19 47.02
S1 46.43 46.43 47.00 46.08
S2 45.72 45.72 46.86
S3 44.25 44.96 46.73
S4 42.78 43.49 46.32
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.48 54.01 48.62
R3 52.77 51.30 47.88
R2 50.06 50.06 47.63
R1 48.59 48.59 47.38 47.97
PP 47.35 47.35 47.35 47.04
S1 45.88 45.88 46.88 45.26
S2 44.64 44.64 46.63
S3 41.93 43.17 46.38
S4 39.22 40.46 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.24 46.10 3.14 6.7% 1.82 3.9% 33% False False 18,286
10 52.47 45.23 7.24 15.4% 2.88 6.1% 26% False False 22,740
20 52.47 40.67 11.80 25.0% 2.20 4.7% 55% False False 19,968
40 54.03 40.67 13.36 28.3% 1.75 3.7% 48% False False 15,335
60 63.11 40.67 22.44 47.6% 1.69 3.6% 29% False False 12,005
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.21
2.618 51.81
1.618 50.34
1.000 49.43
0.618 48.87
HIGH 47.96
0.618 47.40
0.500 47.23
0.382 47.05
LOW 46.49
0.618 45.58
1.000 45.02
1.618 44.11
2.618 42.64
4.250 40.24
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 47.23 47.43
PP 47.19 47.33
S1 47.16 47.23

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

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