NYMEX Light Sweet Crude Oil Future April 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 49.24 47.97 -1.27 -2.6% 48.39
High 50.13 48.33 -1.80 -3.6% 50.34
Low 47.70 47.30 -0.40 -0.8% 47.21
Close 47.76 48.17 0.41 0.9% 47.81
Range 2.43 1.03 -1.40 -57.6% 3.13
ATR 1.92 1.85 -0.06 -3.3% 0.00
Volume 12,968 11,095 -1,873 -14.4% 45,017
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.02 50.63 48.74
R3 49.99 49.60 48.45
R2 48.96 48.96 48.36
R1 48.57 48.57 48.26 48.77
PP 47.93 47.93 47.93 48.03
S1 47.54 47.54 48.08 47.74
S2 46.90 46.90 47.98
S3 45.87 46.51 47.89
S4 44.84 45.48 47.60
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 50.13 47.30 2.83 5.9% 1.69 3.5% 31% False True 8,490
10 50.34 47.21 3.13 6.5% 1.53 3.2% 31% False False 8,697
20 53.50 43.84 9.66 20.1% 2.20 4.6% 45% False False 8,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 52.71
2.618 51.03
1.618 50.00
1.000 49.36
0.618 48.97
HIGH 48.33
0.618 47.94
0.500 47.82
0.382 47.69
LOW 47.30
0.618 46.66
1.000 46.27
1.618 45.63
2.618 44.60
4.250 42.92
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 48.05 48.72
PP 47.93 48.53
S1 47.82 48.35

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

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