NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 48.70 49.04 0.34 0.7% 48.91
High 50.00 49.73 -0.27 -0.5% 50.64
Low 48.70 48.80 0.10 0.2% 47.76
Close 49.97 49.71 -0.26 -0.5% 48.20
Range 1.30 0.93 -0.37 -28.5% 2.88
ATR 2.12 2.05 -0.07 -3.2% 0.00
Volume 3,155 3,883 728 23.1% 22,097
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.20 51.89 50.22
R3 51.27 50.96 49.97
R2 50.34 50.34 49.88
R1 50.03 50.03 49.80 50.19
PP 49.41 49.41 49.41 49.49
S1 49.10 49.10 49.62 49.26
S2 48.48 48.48 49.54
S3 47.55 48.17 49.45
S4 46.62 47.24 49.20
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.51 55.73 49.78
R3 54.63 52.85 48.99
R2 51.75 51.75 48.73
R1 49.97 49.97 48.46 49.42
PP 48.87 48.87 48.87 48.59
S1 47.09 47.09 47.94 46.54
S2 45.99 45.99 47.67
S3 43.11 44.21 47.41
S4 40.23 41.33 46.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.64 47.94 2.70 5.4% 1.34 2.7% 66% False False 3,602
10 50.64 47.76 2.88 5.8% 1.40 2.8% 68% False False 4,116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.68
2.618 52.16
1.618 51.23
1.000 50.66
0.618 50.30
HIGH 49.73
0.618 49.37
0.500 49.27
0.382 49.16
LOW 48.80
0.618 48.23
1.000 47.87
1.618 47.30
2.618 46.37
4.250 44.85
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 49.56 49.46
PP 49.41 49.22
S1 49.27 48.97

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

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