NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	44.62	45.05	0.43	1.0%	45.31
High	45.18	46.38	1.20	2.7%	47.15
Low	43.71	44.86	1.15	2.6%	43.71
Close	44.91	45.70	0.79	1.8%	45.70
Range	1.47	1.52	0.05	3.4%	3.44
ATR	2.17	2.13	-0.05	-2.1%	0.00
Volume	371,976	338,622	-33,354	-9.0%	1,812,620

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.21	49.47	46.54
R3	48.69	47.95	46.12
R2	47.17	47.17	45.98
R1	46.43	46.43	45.84	46.80
PP	45.65	45.65	45.65	45.83
S1	44.91	44.91	45.56	45.28
S2	44.13	44.13	45.42
S3	42.61	43.39	45.28
S4	41.09	41.87	44.86

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.84	54.21	47.59
R3	52.40	50.77	46.65
R2	48.96	48.96	46.33
R1	47.33	47.33	46.02	48.15
PP	45.52	45.52	45.52	45.93
S1	43.89	43.89	45.38	44.71
S2	42.08	42.08	45.07
S3	38.64	40.45	44.75
S4	35.20	37.01	43.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.15	43.71	3.44	7.5%	1.82	4.0%	58%	False	False	362,524
10	48.07	43.71	4.36	9.5%	1.84	4.0%	46%	False	False	290,913
20	50.04	42.60	7.44	16.3%	2.48	5.4%	42%	False	False	225,444
40	50.04	38.51	11.53	25.2%	2.08	4.5%	62%	False	False	155,669
60	59.00	38.51	20.49	44.8%	1.95	4.3%	35%	False	False	112,742
80	62.87	38.51	24.36	53.3%	1.83	4.0%	30%	False	False	89,164
100	65.03	38.51	26.52	58.0%	1.80	3.9%	27%	False	False	74,567
120	65.03	38.51	26.52	58.0%	1.73	3.8%	27%	False	False	64,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.84
2.618	50.36
1.618	48.84
1.000	47.90
0.618	47.32
HIGH	46.38
0.618	45.80
0.500	45.62
0.382	45.44
LOW	44.86
0.618	43.92
1.000	43.34
1.618	42.40
2.618	40.88
4.250	38.40

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	45.67	45.61
PP	45.65	45.52
S1	45.62	45.43

Download as Excel Spreadsheet

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

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