NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 48.73 47.70 -1.03 -2.1% 48.56
High 48.80 47.73 -1.07 -2.2% 49.42
Low 47.14 46.58 -0.56 -1.2% 46.73
Close 47.79 46.68 -1.11 -2.3% 47.79
Range 1.66 1.15 -0.51 -30.7% 2.69
ATR 2.22 2.15 -0.07 -3.3% 0.00
Volume 21,165 22,935 1,770 8.4% 73,913
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.45 49.71 47.31
R3 49.30 48.56 47.00
R2 48.15 48.15 46.89
R1 47.41 47.41 46.79 47.21
PP 47.00 47.00 47.00 46.89
S1 46.26 46.26 46.57 46.06
S2 45.85 45.85 46.47
S3 44.70 45.11 46.36
S4 43.55 43.96 46.05
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.05 54.61 49.27
R3 53.36 51.92 48.53
R2 50.67 50.67 48.28
R1 49.23 49.23 48.04 48.61
PP 47.98 47.98 47.98 47.67
S1 46.54 46.54 47.54 45.92
S2 45.29 45.29 47.30
S3 42.60 43.85 47.05
S4 39.91 41.16 46.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.42 46.58 2.84 6.1% 1.84 3.9% 4% False True 19,369
10 53.08 46.58 6.50 13.9% 2.59 5.5% 2% False True 24,355
20 53.08 41.25 11.83 25.3% 2.27 4.9% 46% False False 24,599
40 54.45 41.25 13.20 28.3% 1.75 3.8% 41% False False 19,597
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 0.52
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 52.62
2.618 50.74
1.618 49.59
1.000 48.88
0.618 48.44
HIGH 47.73
0.618 47.29
0.500 47.16
0.382 47.02
LOW 46.58
0.618 45.87
1.000 45.43
1.618 44.72
2.618 43.57
4.250 41.69
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 47.16 47.81
PP 47.00 47.43
S1 46.84 47.06

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

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