NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 45.61 45.94 0.33 0.7% 45.81
High 46.88 45.96 -0.92 -2.0% 47.75
Low 45.42 44.75 -0.67 -1.5% 44.31
Close 46.19 44.87 -1.32 -2.9% 46.19
Range 1.46 1.21 -0.25 -17.1% 3.44
ATR 2.09 2.05 -0.05 -2.2% 0.00
Volume 105,247 114,882 9,635 9.2% 480,441
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 48.82 48.06 45.54
R3 47.61 46.85 45.20
R2 46.40 46.40 45.09
R1 45.64 45.64 44.98 45.42
PP 45.19 45.19 45.19 45.08
S1 44.43 44.43 44.76 44.21
S2 43.98 43.98 44.65
S3 42.77 43.22 44.54
S4 41.56 42.01 44.20
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 7.7% 1.63 3.6% 16% False False 100,220
10 48.48 44.31 4.17 9.3% 1.77 3.9% 13% False False 106,804
20 50.89 44.31 6.58 14.7% 2.29 5.1% 9% False False 111,260
40 50.89 39.22 11.67 26.0% 2.03 4.5% 48% False False 106,113
60 56.92 39.22 17.70 39.4% 1.93 4.3% 32% False False 92,151
80 63.12 39.22 23.90 53.3% 1.81 4.0% 24% False False 80,965
100 64.39 39.22 25.17 56.1% 1.79 4.0% 22% False False 74,978
120 65.38 39.22 26.16 58.3% 1.75 3.9% 22% False False 71,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.27
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 51.10
2.618 49.13
1.618 47.92
1.000 47.17
0.618 46.71
HIGH 45.96
0.618 45.50
0.500 45.36
0.382 45.21
LOW 44.75
0.618 44.00
1.000 43.54
1.618 42.79
2.618 41.58
4.250 39.61
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 45.36 45.60
PP 45.19 45.35
S1 45.03 45.11

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

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