NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 46.82 47.01 0.19 0.4% 46.57
High 47.62 47.51 -0.11 -0.2% 50.89
Low 45.30 45.35 0.05 0.1% 44.63
Close 47.24 45.48 -1.76 -3.7% 47.23
Range 2.32 2.16 -0.16 -6.9% 6.26
ATR 2.43 2.41 -0.02 -0.8% 0.00
Volume 71,532 80,843 9,311 13.0% 747,003
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.59 51.20 46.67
R3 50.43 49.04 46.07
R2 48.27 48.27 45.88
R1 46.88 46.88 45.68 46.50
PP 46.11 46.11 46.11 45.92
S1 44.72 44.72 45.28 44.34
S2 43.95 43.95 45.08
S3 41.79 42.56 44.89
S4 39.63 40.40 44.29
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 66.36 63.06 50.67
R3 60.10 56.80 48.95
R2 53.84 53.84 48.38
R1 50.54 50.54 47.80 52.19
PP 47.58 47.58 47.58 48.41
S1 44.28 44.28 46.66 45.93
S2 41.32 41.32 46.08
S3 35.06 38.02 45.51
S4 28.80 31.76 43.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.53 44.63 4.90 10.8% 2.40 5.3% 17% False False 116,652
10 50.89 40.10 10.79 23.7% 3.15 6.9% 50% False False 122,627
20 50.89 39.22 11.67 25.7% 2.34 5.1% 54% False False 118,335
40 55.30 39.22 16.08 35.4% 1.92 4.2% 39% False False 92,953
60 62.98 39.22 23.76 52.2% 1.87 4.1% 26% False False 80,094
80 63.39 39.22 24.17 53.1% 1.80 4.0% 26% False False 72,550
100 65.38 39.22 26.16 57.5% 1.75 3.9% 24% False False 68,778
120 65.38 39.22 26.16 57.5% 1.78 3.9% 24% False False 65,615
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.69
2.618 53.16
1.618 51.00
1.000 49.67
0.618 48.84
HIGH 47.51
0.618 46.68
0.500 46.43
0.382 46.18
LOW 45.35
0.618 44.02
1.000 43.19
1.618 41.86
2.618 39.70
4.250 36.17
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 46.43 46.84
PP 46.11 46.39
S1 45.80 45.93

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

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