NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 46.64 45.71 -0.93 -2.0% 47.53
High 46.73 46.70 -0.03 -0.1% 48.22
Low 45.30 45.54 0.24 0.5% 45.62
Close 45.46 46.14 0.68 1.5% 46.47
Range 1.43 1.16 -0.27 -18.9% 2.60
ATR 2.24 2.17 -0.07 -3.2% 0.00
Volume 34,139 58,369 24,230 71.0% 141,719
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.61 49.03 46.78
R3 48.45 47.87 46.46
R2 47.29 47.29 46.35
R1 46.71 46.71 46.25 47.00
PP 46.13 46.13 46.13 46.27
S1 45.55 45.55 46.03 45.84
S2 44.97 44.97 45.93
S3 43.81 44.39 45.82
S4 42.65 43.23 45.50
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 48.15 45.30 2.85 6.2% 1.71 3.7% 29% False False 40,328
10 50.95 45.30 5.65 12.2% 2.28 4.9% 15% False False 41,378
20 51.74 39.97 11.77 25.5% 2.39 5.2% 52% False False 40,126
40 53.60 39.97 13.63 29.5% 1.88 4.1% 45% False False 33,620
60 62.97 39.97 23.00 49.8% 1.80 3.9% 27% False False 26,880
80 63.32 39.97 23.35 50.6% 1.70 3.7% 26% False False 22,391
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.63
2.618 49.74
1.618 48.58
1.000 47.86
0.618 47.42
HIGH 46.70
0.618 46.26
0.500 46.12
0.382 45.98
LOW 45.54
0.618 44.82
1.000 44.38
1.618 43.66
2.618 42.50
4.250 40.61
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 46.13 46.47
PP 46.13 46.36
S1 46.12 46.25

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

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