NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	46.17	47.37	1.20	2.6%	47.53
High	47.78	47.63	-0.15	-0.3%	48.22
Low	45.62	45.88	0.26	0.6%	45.62
Close	47.68	46.47	-1.21	-2.5%	46.47
Range	2.16	1.75	-0.41	-19.0%	2.60
ATR	2.34	2.30	-0.04	-1.7%	0.00
Volume	41,517	34,727	-6,790	-16.4%	141,719

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.91	50.94	47.43
R3	50.16	49.19	46.95
R2	48.41	48.41	46.79
R1	47.44	47.44	46.63	47.05
PP	46.66	46.66	46.66	46.47
S1	45.69	45.69	46.31	45.30
S2	44.91	44.91	46.15
S3	43.16	43.94	45.99
S4	41.41	42.19	45.51

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.57	53.12	47.90
R3	51.97	50.52	47.19
R2	49.37	49.37	46.95
R1	47.92	47.92	46.71	47.35
PP	46.77	46.77	46.77	46.48
S1	45.32	45.32	46.23	44.75
S2	44.17	44.17	45.99
S3	41.57	42.72	45.76
S4	38.97	40.12	45.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.00	45.62	3.38	7.3%	1.95	4.2%	25%	False	False	32,561
10	51.74	44.40	7.34	15.8%	2.99	6.4%	28%	False	False	41,483
20	51.74	39.97	11.77	25.3%	2.36	5.1%	55%	False	False	38,275
40	53.60	39.97	13.63	29.3%	1.86	4.0%	48%	False	False	31,842
60	62.97	39.97	23.00	49.5%	1.81	3.9%	28%	False	False	25,502
80	63.32	39.97	23.35	50.2%	1.70	3.7%	28%	False	False	21,491

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	55.07
2.618	52.21
1.618	50.46
1.000	49.38
0.618	48.71
HIGH	47.63
0.618	46.96
0.500	46.76
0.382	46.55
LOW	45.88
0.618	44.80
1.000	44.13
1.618	43.05
2.618	41.30
4.250	38.44

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	46.76	46.89
PP	46.66	46.75
S1	46.57	46.61

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols