NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 47.01 45.47 -1.54 -3.3% 46.57
High 47.51 47.16 -0.35 -0.7% 50.89
Low 45.35 44.67 -0.68 -1.5% 44.63
Close 45.48 47.04 1.56 3.4% 47.23
Range 2.16 2.49 0.33 15.3% 6.26
ATR 2.41 2.41 0.01 0.2% 0.00
Volume 80,843 86,648 5,805 7.2% 747,003
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.76 52.89 48.41
R3 51.27 50.40 47.72
R2 48.78 48.78 47.50
R1 47.91 47.91 47.27 48.35
PP 46.29 46.29 46.29 46.51
S1 45.42 45.42 46.81 45.86
S2 43.80 43.80 46.58
S3 41.31 42.93 46.36
S4 38.82 40.44 45.67
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 44.67 4.86 10.3% 2.22 4.7% 49% False True 100,123
10 50.89 40.57 10.32 21.9% 3.29 7.0% 63% False False 120,501
20 50.89 39.22 11.67 24.8% 2.41 5.1% 67% False False 116,537
40 53.94 39.22 14.72 31.3% 1.92 4.1% 53% False False 92,998
60 62.98 39.22 23.76 50.5% 1.89 4.0% 33% False False 80,970
80 63.12 39.22 23.90 50.8% 1.81 3.8% 33% False False 73,163
100 65.38 39.22 26.16 55.6% 1.76 3.7% 30% False False 69,088
120 65.38 39.22 26.16 55.6% 1.78 3.8% 30% False False 65,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.74
2.618 53.68
1.618 51.19
1.000 49.65
0.618 48.70
HIGH 47.16
0.618 46.21
0.500 45.92
0.382 45.62
LOW 44.67
0.618 43.13
1.000 42.18
1.618 40.64
2.618 38.15
4.250 34.09
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 46.67 46.74
PP 46.29 46.44
S1 45.92 46.15

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

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