NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 46.85 47.77 0.92 2.0% 48.56
High 47.76 49.92 2.16 4.5% 49.42
Low 46.67 47.77 1.10 2.4% 46.73
Close 47.39 49.59 2.20 4.6% 47.79
Range 1.09 2.15 1.06 97.2% 2.69
ATR 2.07 2.11 0.03 1.6% 0.00
Volume 33,603 27,569 -6,034 -18.0% 73,913
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.54 54.72 50.77
R3 53.39 52.57 50.18
R2 51.24 51.24 49.98
R1 50.42 50.42 49.79 50.83
PP 49.09 49.09 49.09 49.30
S1 48.27 48.27 49.39 48.68
S2 46.94 46.94 49.20
S3 44.79 46.12 49.00
S4 42.64 43.97 48.41
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 49.92 46.58 3.34 6.7% 1.67 3.4% 90% True False 25,670
10 51.16 46.58 4.58 9.2% 1.89 3.8% 66% False False 23,076
20 53.08 41.25 11.83 23.9% 2.34 4.7% 70% False False 25,806
40 53.88 41.25 12.63 25.5% 1.79 3.6% 66% False False 20,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.06
2.618 55.55
1.618 53.40
1.000 52.07
0.618 51.25
HIGH 49.92
0.618 49.10
0.500 48.85
0.382 48.59
LOW 47.77
0.618 46.44
1.000 45.62
1.618 44.29
2.618 42.14
4.250 38.63
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 49.34 49.14
PP 49.09 48.70
S1 48.85 48.25

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

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