NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 45.71 46.50 0.79 1.7% 47.53
High 46.70 48.79 2.09 4.5% 48.22
Low 45.54 46.35 0.81 1.8% 45.62
Close 46.14 48.50 2.36 5.1% 46.47
Range 1.16 2.44 1.28 110.3% 2.60
ATR 2.17 2.20 0.03 1.6% 0.00
Volume 58,369 44,062 -14,307 -24.5% 141,719
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.20 54.29 49.84
R3 52.76 51.85 49.17
R2 50.32 50.32 48.95
R1 49.41 49.41 48.72 49.87
PP 47.88 47.88 47.88 48.11
S1 46.97 46.97 48.28 47.43
S2 45.44 45.44 48.05
S3 43.00 44.53 47.83
S4 40.56 42.09 47.16
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 48.79 45.30 3.49 7.2% 1.79 3.7% 92% True False 42,562
10 50.15 45.30 4.85 10.0% 2.05 4.2% 66% False False 39,674
20 51.74 39.97 11.77 24.3% 2.46 5.1% 72% False False 40,786
40 52.94 39.97 12.97 26.7% 1.91 3.9% 66% False False 34,287
60 62.97 39.97 23.00 47.4% 1.82 3.8% 37% False False 27,424
80 63.32 39.97 23.35 48.1% 1.72 3.5% 37% False False 22,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 59.16
2.618 55.18
1.618 52.74
1.000 51.23
0.618 50.30
HIGH 48.79
0.618 47.86
0.500 47.57
0.382 47.28
LOW 46.35
0.618 44.84
1.000 43.91
1.618 42.40
2.618 39.96
4.250 35.98
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 48.19 48.02
PP 47.88 47.53
S1 47.57 47.05

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

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