NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 46.92 47.99 1.07 2.3% 47.03
High 48.62 48.51 -0.11 -0.2% 49.42
Low 46.85 47.19 0.34 0.7% 45.93
Close 48.60 48.23 -0.37 -0.8% 46.77
Range 1.77 1.32 -0.45 -25.4% 3.49
ATR 2.05 2.01 -0.05 -2.2% 0.00
Volume 13,281 19,480 6,199 46.7% 121,201
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.94 51.40 48.96
R3 50.62 50.08 48.59
R2 49.30 49.30 48.47
R1 48.76 48.76 48.35 49.03
PP 47.98 47.98 47.98 48.11
S1 47.44 47.44 48.11 47.71
S2 46.66 46.66 47.99
S3 45.34 46.12 47.87
S4 44.02 44.80 47.50
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.84 55.80 48.69
R3 54.35 52.31 47.73
R2 50.86 50.86 47.41
R1 48.82 48.82 47.09 48.10
PP 47.37 47.37 47.37 47.01
S1 45.33 45.33 46.45 44.61
S2 43.88 43.88 46.13
S3 40.39 41.84 45.81
S4 36.90 38.35 44.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.42 46.41 3.01 6.2% 1.77 3.7% 60% False False 19,294
10 49.42 45.93 3.49 7.2% 1.67 3.5% 66% False False 21,586
20 52.47 41.45 11.02 22.8% 2.28 4.7% 62% False False 21,941
40 52.47 40.67 11.80 24.5% 1.83 3.8% 64% False False 18,061
60 61.44 40.67 20.77 43.1% 1.74 3.6% 36% False False 14,116
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.12
2.618 51.97
1.618 50.65
1.000 49.83
0.618 49.33
HIGH 48.51
0.618 48.01
0.500 47.85
0.382 47.69
LOW 47.19
0.618 46.37
1.000 45.87
1.618 45.05
2.618 43.73
4.250 41.58
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 48.10 48.01
PP 47.98 47.79
S1 47.85 47.58

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

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