NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 47.11 49.18 2.07 4.4% 48.12
High 49.35 49.42 0.07 0.1% 48.81
Low 47.11 48.24 1.13 2.4% 46.10
Close 49.04 48.73 -0.31 -0.6% 47.13
Range 2.24 1.18 -1.06 -47.3% 2.71
ATR 2.12 2.05 -0.07 -3.2% 0.00
Volume 23,149 22,166 -983 -4.2% 78,809
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.34 51.71 49.38
R3 51.16 50.53 49.05
R2 49.98 49.98 48.95
R1 49.35 49.35 48.84 49.08
PP 48.80 48.80 48.80 48.66
S1 48.17 48.17 48.62 47.90
S2 47.62 47.62 48.51
S3 46.44 46.99 48.41
S4 45.26 45.81 48.08
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 49.42 45.93 3.49 7.2% 1.40 2.9% 80% True False 25,515
10 50.67 45.93 4.74 9.7% 1.70 3.5% 59% False False 21,553
20 52.47 40.67 11.80 24.2% 2.24 4.6% 68% False False 22,213
40 52.53 40.67 11.86 24.3% 1.78 3.6% 68% False False 17,281
60 63.05 40.67 22.38 45.9% 1.70 3.5% 36% False False 13,421
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.44
2.618 52.51
1.618 51.33
1.000 50.60
0.618 50.15
HIGH 49.42
0.618 48.97
0.500 48.83
0.382 48.69
LOW 48.24
0.618 47.51
1.000 47.06
1.618 46.33
2.618 45.15
4.250 43.23
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 48.83 48.41
PP 48.80 48.10
S1 48.76 47.78

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

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