NYMEX Light Sweet Crude Oil Future December 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 45.23 45.61 0.38 0.8% 45.81
High 45.74 46.88 1.14 2.5% 47.75
Low 44.31 45.42 1.11 2.5% 44.31
Close 45.48 46.19 0.71 1.6% 46.19
Range 1.43 1.46 0.03 2.1% 3.44
ATR 2.14 2.09 -0.05 -2.3% 0.00
Volume 113,848 105,247 -8,601 -7.6% 480,441
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.54 49.83 46.99
R3 49.08 48.37 46.59
R2 47.62 47.62 46.46
R1 46.91 46.91 46.32 47.27
PP 46.16 46.16 46.16 46.34
S1 45.45 45.45 46.06 45.81
S2 44.70 44.70 45.92
S3 43.24 43.99 45.79
S4 41.78 42.53 45.39
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.40 54.74 48.08
R3 52.96 51.30 47.14
R2 49.52 49.52 46.82
R1 47.86 47.86 46.51 48.69
PP 46.08 46.08 46.08 46.50
S1 44.42 44.42 45.87 45.25
S2 42.64 42.64 45.56
S3 39.20 40.98 45.24
S4 35.76 37.54 44.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.75 44.31 3.44 7.4% 1.76 3.8% 55% False False 96,088
10 48.48 44.31 4.17 9.0% 1.79 3.9% 45% False False 102,500
20 50.89 43.50 7.39 16.0% 2.43 5.3% 36% False False 111,469
40 50.89 39.22 11.67 25.3% 2.05 4.4% 60% False False 104,521
60 59.42 39.22 20.20 43.7% 1.93 4.2% 35% False False 91,568
80 63.12 39.22 23.90 51.7% 1.82 3.9% 29% False False 80,206
100 65.38 39.22 26.16 56.6% 1.80 3.9% 27% False False 74,561
120 65.38 39.22 26.16 56.6% 1.76 3.8% 27% False False 71,697
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.09
2.618 50.70
1.618 49.24
1.000 48.34
0.618 47.78
HIGH 46.88
0.618 46.32
0.500 46.15
0.382 45.98
LOW 45.42
0.618 44.52
1.000 43.96
1.618 43.06
2.618 41.60
4.250 39.22
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 46.18 46.14
PP 46.16 46.08
S1 46.15 46.03

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

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