NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 48.19 46.78 -1.41 -2.9% 47.03
High 49.07 47.10 -1.97 -4.0% 49.42
Low 46.54 45.79 -0.75 -1.6% 45.93
Close 46.54 46.89 0.35 0.8% 46.77
Range 2.53 1.31 -1.22 -48.2% 3.49
ATR 2.05 1.99 -0.05 -2.6% 0.00
Volume 23,720 21,365 -2,355 -9.9% 121,201
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.52 50.02 47.61
R3 49.21 48.71 47.25
R2 47.90 47.90 47.13
R1 47.40 47.40 47.01 47.65
PP 46.59 46.59 46.59 46.72
S1 46.09 46.09 46.77 46.34
S2 45.28 45.28 46.65
S3 43.97 44.78 46.53
S4 42.66 43.47 46.17
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 49.07 45.79 3.28 7.0% 1.85 3.9% 34% False True 19,248
10 49.42 45.79 3.63 7.7% 1.63 3.5% 30% False True 22,381
20 52.47 42.16 10.31 22.0% 2.38 5.1% 46% False False 22,474
40 52.47 40.67 11.80 25.2% 1.84 3.9% 53% False False 18,747
60 60.69 40.67 20.02 42.7% 1.77 3.8% 31% False False 14,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.67
2.618 50.53
1.618 49.22
1.000 48.41
0.618 47.91
HIGH 47.10
0.618 46.60
0.500 46.45
0.382 46.29
LOW 45.79
0.618 44.98
1.000 44.48
1.618 43.67
2.618 42.36
4.250 40.22
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 46.74 47.43
PP 46.59 47.25
S1 46.45 47.07

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

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