NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 49.02 47.50 -1.52 -3.1% 48.25
High 49.42 49.04 -0.38 -0.8% 53.08
Low 47.47 46.73 -0.74 -1.6% 46.74
Close 47.52 48.96 1.44 3.0% 49.01
Range 1.95 2.31 0.36 18.5% 6.34
ATR 2.25 2.25 0.00 0.2% 0.00
Volume 15,458 23,080 7,622 49.3% 146,705
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.17 54.38 50.23
R3 52.86 52.07 49.60
R2 50.55 50.55 49.38
R1 49.76 49.76 49.17 50.16
PP 48.24 48.24 48.24 48.44
S1 47.45 47.45 48.75 47.85
S2 45.93 45.93 48.54
S3 43.62 45.14 48.32
S4 41.31 42.83 47.69
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 68.63 65.16 52.50
R3 62.29 58.82 50.75
R2 55.95 55.95 50.17
R1 52.48 52.48 49.59 54.22
PP 49.61 49.61 49.61 50.48
S1 46.14 46.14 48.43 47.88
S2 43.27 43.27 47.85
S3 36.93 39.80 47.27
S4 30.59 33.46 45.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.16 46.73 4.43 9.0% 1.95 4.0% 50% False True 19,735
10 53.08 43.00 10.08 20.6% 3.08 6.3% 59% False False 25,823
20 53.08 41.25 11.83 24.2% 2.24 4.6% 65% False False 24,620
40 55.05 41.25 13.80 28.2% 1.73 3.5% 56% False False 18,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 58.86
2.618 55.09
1.618 52.78
1.000 51.35
0.618 50.47
HIGH 49.04
0.618 48.16
0.500 47.89
0.382 47.61
LOW 46.73
0.618 45.30
1.000 44.42
1.618 42.99
2.618 40.68
4.250 36.91
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 48.60 48.67
PP 48.24 48.37
S1 47.89 48.08

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

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