NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 48.88 48.98 0.10 0.2% 47.70
High 49.07 49.72 0.65 1.3% 50.00
Low 47.78 47.14 -0.64 -1.3% 46.58
Close 48.84 47.21 -1.63 -3.3% 47.33
Range 1.29 2.58 1.29 100.0% 3.42
ATR 2.00 2.04 0.04 2.1% 0.00
Volume 25,940 32,452 6,512 25.1% 132,151
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.76 54.07 48.63
R3 53.18 51.49 47.92
R2 50.60 50.60 47.68
R1 48.91 48.91 47.45 48.47
PP 48.02 48.02 48.02 47.80
S1 46.33 46.33 46.97 45.89
S2 45.44 45.44 46.74
S3 42.86 43.75 46.50
S4 40.28 41.17 45.79
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 46.97 3.03 6.4% 1.85 3.9% 8% False False 24,445
10 50.00 46.58 3.42 7.2% 1.76 3.7% 18% False False 25,058
20 53.08 42.26 10.82 22.9% 2.35 5.0% 46% False False 25,193
40 53.08 41.25 11.83 25.1% 1.87 4.0% 50% False False 22,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 60.69
2.618 56.47
1.618 53.89
1.000 52.30
0.618 51.31
HIGH 49.72
0.618 48.73
0.500 48.43
0.382 48.13
LOW 47.14
0.618 45.55
1.000 44.56
1.618 42.97
2.618 40.39
4.250 36.18
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 48.43 48.43
PP 48.02 48.02
S1 47.62 47.62

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

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