NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 50.00 49.14 -0.86 -1.7% 47.70
High 50.00 49.37 -0.63 -1.3% 50.00
Low 48.79 46.97 -1.82 -3.7% 46.58
Close 49.26 47.33 -1.93 -3.9% 47.33
Range 1.21 2.40 1.19 98.3% 3.42
ATR 2.04 2.07 0.03 1.3% 0.00
Volume 25,903 22,141 -3,762 -14.5% 132,151
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.09 53.61 48.65
R3 52.69 51.21 47.99
R2 50.29 50.29 47.77
R1 48.81 48.81 47.55 48.35
PP 47.89 47.89 47.89 47.66
S1 46.41 46.41 47.11 45.95
S2 45.49 45.49 46.89
S3 43.09 44.01 46.67
S4 40.69 41.61 46.01
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 58.23 56.20 49.21
R3 54.81 52.78 48.27
R2 51.39 51.39 47.96
R1 49.36 49.36 47.64 48.67
PP 47.97 47.97 47.97 47.62
S1 45.94 45.94 47.02 45.25
S2 44.55 44.55 46.70
S3 41.13 42.52 46.39
S4 37.71 39.10 45.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 46.58 3.42 7.2% 1.60 3.4% 22% False False 26,430
10 50.00 46.58 3.42 7.2% 1.72 3.6% 22% False False 22,224
20 53.08 41.25 11.83 25.0% 2.34 4.9% 51% False False 25,000
40 53.08 41.25 11.83 25.0% 1.82 3.8% 51% False False 21,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 59.57
2.618 55.65
1.618 53.25
1.000 51.77
0.618 50.85
HIGH 49.37
0.618 48.45
0.500 48.17
0.382 47.89
LOW 46.97
0.618 45.49
1.000 44.57
1.618 43.09
2.618 40.69
4.250 36.77
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 48.17 48.49
PP 47.89 48.10
S1 47.61 47.72

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

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