NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 47.64 48.23 0.59 1.2% 49.19
High 49.58 48.97 -0.61 -1.2% 49.83
Low 47.28 47.72 0.44 0.9% 47.28
Close 49.51 48.38 -1.13 -2.3% 48.38
Range 2.30 1.25 -1.05 -45.7% 2.55
ATR 2.07 2.05 -0.02 -1.0% 0.00
Volume 6,083 6,105 22 0.4% 20,754
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.11 51.49 49.07
R3 50.86 50.24 48.72
R2 49.61 49.61 48.61
R1 48.99 48.99 48.49 49.30
PP 48.36 48.36 48.36 48.51
S1 47.74 47.74 48.27 48.05
S2 47.11 47.11 48.15
S3 45.86 46.49 48.04
S4 44.61 45.24 47.69
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.15 54.81 49.78
R3 53.60 52.26 49.08
R2 51.05 51.05 48.85
R1 49.71 49.71 48.61 49.11
PP 48.50 48.50 48.50 48.19
S1 47.16 47.16 48.15 46.56
S2 45.95 45.95 47.91
S3 43.40 44.61 47.68
S4 40.85 42.06 46.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.54 47.28 3.26 6.7% 1.71 3.5% 34% False False 5,047
10 53.50 46.60 6.90 14.3% 2.64 5.5% 26% False False 7,986
20 53.50 41.93 11.57 23.9% 2.02 4.2% 56% False False 7,556
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.28
2.618 52.24
1.618 50.99
1.000 50.22
0.618 49.74
HIGH 48.97
0.618 48.49
0.500 48.35
0.382 48.20
LOW 47.72
0.618 46.95
1.000 46.47
1.618 45.70
2.618 44.45
4.250 42.41
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 48.37 48.56
PP 48.36 48.50
S1 48.35 48.44

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

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