NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 47.51 47.17 -0.34 -0.7% 45.32
High 48.07 47.34 -0.73 -1.5% 48.07
Low 46.71 44.59 -2.12 -4.5% 44.09
Close 47.20 45.02 -2.18 -4.6% 45.02
Range 1.36 2.75 1.39 102.2% 3.98
ATR 2.21 2.25 0.04 1.7% 0.00
Volume 221,847 283,487 61,640 27.8% 1,096,519
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.90 52.21 46.53
R3 51.15 49.46 45.78
R2 48.40 48.40 45.52
R1 46.71 46.71 45.27 46.18
PP 45.65 45.65 45.65 45.39
S1 43.96 43.96 44.77 43.43
S2 42.90 42.90 44.52
S3 40.15 41.21 44.26
S4 37.40 38.46 43.51
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.67 55.32 47.21
R3 53.69 51.34 46.11
R2 49.71 49.71 45.75
R1 47.36 47.36 45.38 46.55
PP 45.73 45.73 45.73 45.32
S1 43.38 43.38 44.66 42.57
S2 41.75 41.75 44.29
S3 37.77 39.40 43.93
S4 33.79 35.42 42.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.07 44.09 3.98 8.8% 1.86 4.1% 23% False False 219,303
10 48.07 43.99 4.08 9.1% 1.98 4.4% 25% False False 192,430
20 50.04 38.51 11.53 25.6% 2.57 5.7% 56% False False 159,618
40 50.46 38.51 11.95 26.5% 2.03 4.5% 54% False False 114,052
60 61.32 38.51 22.81 50.7% 1.92 4.3% 29% False False 83,648
80 62.87 38.51 24.36 54.1% 1.82 4.0% 27% False False 67,997
100 65.03 38.51 26.52 58.9% 1.77 3.9% 25% False False 57,061
120 65.03 38.51 26.52 58.9% 1.73 3.8% 25% False False 49,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 59.03
2.618 54.54
1.618 51.79
1.000 50.09
0.618 49.04
HIGH 47.34
0.618 46.29
0.500 45.97
0.382 45.64
LOW 44.59
0.618 42.89
1.000 41.84
1.618 40.14
2.618 37.39
4.250 32.90
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 45.97 46.33
PP 45.65 45.89
S1 45.34 45.46

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

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