NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 49.21 47.64 -1.57 -3.2% 48.75
High 49.83 49.58 -0.25 -0.5% 53.50
Low 48.07 47.28 -0.79 -1.6% 47.42
Close 48.07 49.51 1.44 3.0% 49.46
Range 1.76 2.30 0.54 30.7% 6.08
ATR 2.05 2.07 0.02 0.9% 0.00
Volume 4,523 6,083 1,560 34.5% 47,491
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.69 54.90 50.78
R3 53.39 52.60 50.14
R2 51.09 51.09 49.93
R1 50.30 50.30 49.72 50.70
PP 48.79 48.79 48.79 48.99
S1 48.00 48.00 49.30 48.40
S2 46.49 46.49 49.09
S3 44.19 45.70 48.88
S4 41.89 43.40 48.25
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 68.37 64.99 52.80
R3 62.29 58.91 51.13
R2 56.21 56.21 50.57
R1 52.83 52.83 50.02 54.52
PP 50.13 50.13 50.13 50.97
S1 46.75 46.75 48.90 48.44
S2 44.05 44.05 48.35
S3 37.97 40.67 47.79
S4 31.89 34.59 46.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.37 47.28 4.09 8.3% 1.81 3.7% 55% False True 5,696
10 53.50 43.84 9.66 19.5% 2.88 5.8% 59% False False 8,212
20 53.50 41.93 11.57 23.4% 2.00 4.0% 66% False False 7,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 59.36
2.618 55.60
1.618 53.30
1.000 51.88
0.618 51.00
HIGH 49.58
0.618 48.70
0.500 48.43
0.382 48.16
LOW 47.28
0.618 45.86
1.000 44.98
1.618 43.56
2.618 41.26
4.250 37.51
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 49.15 49.19
PP 48.79 48.87
S1 48.43 48.56

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

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