NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	45.34	45.85	0.51	1.1%	45.81
High	46.29	47.54	1.25	2.7%	47.75
Low	45.11	45.11	0.00	0.0%	44.31
Close	45.56	45.22	-0.34	-0.7%	46.19
Range	1.18	2.43	1.25	105.9%	3.44
ATR	1.94	1.97	0.04	1.8%	0.00
Volume	116,681	157,451	40,770	34.9%	480,441

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.25	51.66	46.56
R3	50.82	49.23	45.89
R2	48.39	48.39	45.67
R1	46.80	46.80	45.44	46.38
PP	45.96	45.96	45.96	45.75
S1	44.37	44.37	45.00	43.95
S2	43.53	43.53	44.77
S3	41.10	41.94	44.55
S4	38.67	39.51	43.88

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	47.54	44.75	2.79	6.2%	1.53	3.4%	17%	True	False	116,667
10	47.79	44.31	3.48	7.7%	1.76	3.9%	26%	False	False	106,038
20	49.53	44.31	5.22	11.5%	1.85	4.1%	17%	False	False	105,150
40	50.89	39.22	11.67	25.8%	2.04	4.5%	51%	False	False	110,164
60	55.70	39.22	16.48	36.4%	1.88	4.2%	36%	False	False	94,491
80	63.12	39.22	23.90	52.9%	1.81	4.0%	25%	False	False	83,510
100	64.39	39.22	25.17	55.7%	1.79	4.0%	24%	False	False	76,767
120	65.38	39.22	26.16	57.9%	1.76	3.9%	23%	False	False	73,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	57.87
2.618	53.90
1.618	51.47
1.000	49.97
0.618	49.04
HIGH	47.54
0.618	46.61
0.500	46.33
0.382	46.04
LOW	45.11
0.618	43.61
1.000	42.68
1.618	41.18
2.618	38.75
4.250	34.78

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	46.33	46.15
PP	45.96	45.84
S1	45.59	45.53

Download as Excel Spreadsheet

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

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