NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 48.52 47.53 -0.99 -2.0% 47.50
High 49.00 48.22 -0.78 -1.6% 51.74
Low 47.43 46.00 -1.43 -3.0% 45.39
Close 47.86 47.92 0.06 0.1% 47.86
Range 1.57 2.22 0.65 41.4% 6.35
ATR 2.39 2.38 -0.01 -0.5% 0.00
Volume 21,088 32,583 11,495 54.5% 238,242
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.04 53.20 49.14
R3 51.82 50.98 48.53
R2 49.60 49.60 48.33
R1 48.76 48.76 48.12 49.18
PP 47.38 47.38 47.38 47.59
S1 46.54 46.54 47.72 46.96
S2 45.16 45.16 47.51
S3 42.94 44.32 47.31
S4 40.72 42.10 46.70
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 67.38 63.97 51.35
R3 61.03 57.62 49.61
R2 54.68 54.68 49.02
R1 51.27 51.27 48.44 52.98
PP 48.33 48.33 48.33 49.18
S1 44.92 44.92 47.28 46.63
S2 41.98 41.98 46.70
S3 35.63 38.57 46.11
S4 29.28 32.22 44.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.95 45.39 5.56 11.6% 2.85 5.9% 46% False False 42,427
10 51.74 40.23 11.51 24.0% 3.06 6.4% 67% False False 42,298
20 51.74 39.97 11.77 24.6% 2.29 4.8% 68% False False 40,425
40 55.70 39.97 15.73 32.8% 1.85 3.9% 51% False False 30,410
60 63.15 39.97 23.18 48.4% 1.78 3.7% 34% False False 24,126
80 63.68 39.97 23.71 49.5% 1.69 3.5% 34% False False 20,336
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.66
2.618 54.03
1.618 51.81
1.000 50.44
0.618 49.59
HIGH 48.22
0.618 47.37
0.500 47.11
0.382 46.85
LOW 46.00
0.618 44.63
1.000 43.78
1.618 42.41
2.618 40.19
4.250 36.57
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 47.65 48.08
PP 47.38 48.02
S1 47.11 47.97

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

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