NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 48.98 47.38 -1.60 -3.3% 47.70
High 49.72 47.81 -1.91 -3.8% 50.00
Low 47.14 46.50 -0.64 -1.4% 46.58
Close 47.21 47.58 0.37 0.8% 47.33
Range 2.58 1.31 -1.27 -49.2% 3.42
ATR 2.04 1.99 -0.05 -2.6% 0.00
Volume 32,452 23,426 -9,026 -27.8% 132,151
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.23 50.71 48.30
R3 49.92 49.40 47.94
R2 48.61 48.61 47.82
R1 48.09 48.09 47.70 48.35
PP 47.30 47.30 47.30 47.43
S1 46.78 46.78 47.46 47.04
S2 45.99 45.99 47.34
S3 44.68 45.47 47.22
S4 43.37 44.16 46.86
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 49.72 46.50 3.22 6.8% 1.87 3.9% 34% False True 23,950
10 50.00 46.50 3.50 7.4% 1.66 3.5% 31% False True 25,092
20 53.08 43.00 10.08 21.2% 2.37 5.0% 45% False False 25,457
40 53.08 41.25 11.83 24.9% 1.86 3.9% 54% False False 22,637
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.38
2.618 51.24
1.618 49.93
1.000 49.12
0.618 48.62
HIGH 47.81
0.618 47.31
0.500 47.16
0.382 47.00
LOW 46.50
0.618 45.69
1.000 45.19
1.618 44.38
2.618 43.07
4.250 40.93
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 47.44 48.11
PP 47.30 47.93
S1 47.16 47.76

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

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