NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 46.28 47.11 0.83 1.8% 48.12
High 47.10 49.35 2.25 4.8% 48.81
Low 46.14 47.11 0.97 2.1% 46.10
Close 46.76 49.04 2.28 4.9% 47.13
Range 0.96 2.24 1.28 133.3% 2.71
ATR 2.08 2.12 0.04 1.7% 0.00
Volume 33,782 23,149 -10,633 -31.5% 78,809
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.22 54.37 50.27
R3 52.98 52.13 49.66
R2 50.74 50.74 49.45
R1 49.89 49.89 49.25 50.32
PP 48.50 48.50 48.50 48.71
S1 47.65 47.65 48.83 48.08
S2 46.26 46.26 48.63
S3 44.02 45.41 48.42
S4 41.78 43.17 47.81
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 49.35 45.93 3.42 7.0% 1.63 3.3% 91% True False 25,423
10 50.67 45.93 4.74 9.7% 1.90 3.9% 66% False False 21,917
20 52.47 40.67 11.80 24.1% 2.30 4.7% 71% False False 21,985
40 53.42 40.67 12.75 26.0% 1.78 3.6% 66% False False 16,982
60 63.11 40.67 22.44 45.8% 1.71 3.5% 37% False False 13,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.87
2.618 55.21
1.618 52.97
1.000 51.59
0.618 50.73
HIGH 49.35
0.618 48.49
0.500 48.23
0.382 47.97
LOW 47.11
0.618 45.73
1.000 44.87
1.618 43.49
2.618 41.25
4.250 37.59
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 48.77 48.57
PP 48.50 48.11
S1 48.23 47.64

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

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