NYMEX Light Sweet Crude Oil Future April 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 48.67 49.24 0.57 1.2% 48.39
High 49.54 50.13 0.59 1.2% 50.34
Low 48.30 47.70 -0.60 -1.2% 47.21
Close 49.33 47.76 -1.57 -3.2% 47.81
Range 1.24 2.43 1.19 96.0% 3.13
ATR 1.88 1.92 0.04 2.1% 0.00
Volume 7,300 12,968 5,668 77.6% 45,017
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.82 54.22 49.10
R3 53.39 51.79 48.43
R2 50.96 50.96 48.21
R1 49.36 49.36 47.98 48.95
PP 48.53 48.53 48.53 48.32
S1 46.93 46.93 47.54 46.52
S2 46.10 46.10 47.31
S3 43.67 44.50 47.09
S4 41.24 42.07 46.42
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.84 55.96 49.53
R3 54.71 52.83 48.67
R2 51.58 51.58 48.38
R1 49.70 49.70 48.10 49.08
PP 48.45 48.45 48.45 48.14
S1 46.57 46.57 47.52 45.95
S2 45.32 45.32 47.24
S3 42.19 43.44 46.95
S4 39.06 40.31 46.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.34 47.47 2.87 6.0% 1.72 3.6% 10% False False 8,245
10 50.34 47.21 3.13 6.6% 1.66 3.5% 18% False False 8,196
20 53.50 42.86 10.64 22.3% 2.19 4.6% 46% False False 8,106
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 0.28
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 60.46
2.618 56.49
1.618 54.06
1.000 52.56
0.618 51.63
HIGH 50.13
0.618 49.20
0.500 48.92
0.382 48.63
LOW 47.70
0.618 46.20
1.000 45.27
1.618 43.77
2.618 41.34
4.250 37.37
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 48.92 48.92
PP 48.53 48.53
S1 48.15 48.15

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

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