NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 46.89 47.12 0.23 0.5% 46.92
High 48.05 47.15 -0.90 -1.9% 49.07
Low 46.88 45.93 -0.95 -2.0% 45.79
Close 47.44 46.05 -1.39 -2.9% 47.44
Range 1.17 1.22 0.05 4.3% 3.28
ATR 1.93 1.90 -0.03 -1.6% 0.00
Volume 20,422 21,632 1,210 5.9% 98,268
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.04 49.26 46.72
R3 48.82 48.04 46.39
R2 47.60 47.60 46.27
R1 46.82 46.82 46.16 46.60
PP 46.38 46.38 46.38 46.27
S1 45.60 45.60 45.94 45.38
S2 45.16 45.16 45.83
S3 43.94 44.38 45.71
S4 42.72 43.16 45.38
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 7.1% 1.51 3.3% 8% False False 21,323
10 49.42 45.79 3.63 7.9% 1.60 3.5% 7% False False 21,739
20 52.47 45.79 6.68 14.5% 2.10 4.6% 4% False False 22,446
40 52.47 40.67 11.80 25.6% 1.84 4.0% 46% False False 19,295
60 58.89 40.67 18.22 39.6% 1.76 3.8% 30% False False 15,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.34
2.618 50.34
1.618 49.12
1.000 48.37
0.618 47.90
HIGH 47.15
0.618 46.68
0.500 46.54
0.382 46.40
LOW 45.93
0.618 45.18
1.000 44.71
1.618 43.96
2.618 42.74
4.250 40.75
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 46.54 46.92
PP 46.38 46.63
S1 46.21 46.34

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

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