NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 44.92 45.34 0.42 0.9% 45.81
High 46.10 46.29 0.19 0.4% 47.75
Low 44.75 45.11 0.36 0.8% 44.31
Close 45.64 45.56 -0.08 -0.2% 46.19
Range 1.35 1.18 -0.17 -12.6% 3.44
ATR 2.00 1.94 -0.06 -2.9% 0.00
Volume 89,078 116,681 27,603 31.0% 480,441
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.19 48.56 46.21
R3 48.01 47.38 45.88
R2 46.83 46.83 45.78
R1 46.20 46.20 45.67 46.52
PP 45.65 45.65 45.65 45.81
S1 45.02 45.02 45.45 45.34
S2 44.47 44.47 45.34
S3 43.29 43.84 45.24
S4 42.11 42.66 44.91
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 46.88 44.31 2.57 5.6% 1.33 2.9% 49% False False 107,947
10 48.48 44.31 4.17 9.2% 1.65 3.6% 30% False False 104,564
20 49.53 44.31 5.22 11.5% 1.89 4.2% 24% False False 105,742
40 50.89 39.22 11.67 25.6% 2.02 4.4% 54% False False 107,588
60 55.70 39.22 16.48 36.2% 1.87 4.1% 38% False False 93,206
80 63.12 39.22 23.90 52.5% 1.80 4.0% 27% False False 81,935
100 64.39 39.22 25.17 55.2% 1.77 3.9% 25% False False 75,722
120 65.38 39.22 26.16 57.4% 1.75 3.8% 24% False False 72,658
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 51.31
2.618 49.38
1.618 48.20
1.000 47.47
0.618 47.02
HIGH 46.29
0.618 45.84
0.500 45.70
0.382 45.56
LOW 45.11
0.618 44.38
1.000 43.93
1.618 43.20
2.618 42.02
4.250 40.10
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 45.70 45.55
PP 45.65 45.53
S1 45.61 45.52

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

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