NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 46.78 46.89 0.11 0.2% 46.92
High 47.10 48.05 0.95 2.0% 49.07
Low 45.79 46.88 1.09 2.4% 45.79
Close 46.89 47.44 0.55 1.2% 47.44
Range 1.31 1.17 -0.14 -10.7% 3.28
ATR 1.99 1.93 -0.06 -3.0% 0.00
Volume 21,365 20,422 -943 -4.4% 98,268
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.97 50.37 48.08
R3 49.80 49.20 47.76
R2 48.63 48.63 47.65
R1 48.03 48.03 47.55 48.33
PP 47.46 47.46 47.46 47.61
S1 46.86 46.86 47.33 47.16
S2 46.29 46.29 47.23
S3 45.12 45.69 47.12
S4 43.95 44.52 46.80
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.27 55.64 49.24
R3 53.99 52.36 48.34
R2 50.71 50.71 48.04
R1 49.08 49.08 47.74 49.90
PP 47.43 47.43 47.43 47.84
S1 45.80 45.80 47.14 46.62
S2 44.15 44.15 46.84
S3 40.87 42.52 46.54
S4 37.59 39.24 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.07 45.79 3.28 6.9% 1.62 3.4% 50% False False 19,653
10 49.42 45.79 3.63 7.7% 1.60 3.4% 45% False False 21,946
20 52.47 45.23 7.24 15.3% 2.24 4.7% 31% False False 22,343
40 52.47 40.67 11.80 24.9% 1.85 3.9% 57% False False 18,984
60 60.00 40.67 19.33 40.7% 1.76 3.7% 35% False False 15,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 53.02
2.618 51.11
1.618 49.94
1.000 49.22
0.618 48.77
HIGH 48.05
0.618 47.60
0.500 47.47
0.382 47.33
LOW 46.88
0.618 46.16
1.000 45.71
1.618 44.99
2.618 43.82
4.250 41.91
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 47.47 47.44
PP 47.46 47.43
S1 47.45 47.43

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

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