NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 48.03 46.43 -1.60 -3.3% 46.64
High 48.31 48.04 -0.27 -0.6% 48.96
Low 45.78 46.25 0.47 1.0% 45.30
Close 46.17 48.01 1.84 4.0% 46.17
Range 2.53 1.79 -0.74 -29.2% 3.66
ATR 2.16 2.14 -0.02 -1.0% 0.00
Volume 32,478 24,662 -7,816 -24.1% 208,953
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.80 52.20 48.99
R3 51.01 50.41 48.50
R2 49.22 49.22 48.34
R1 48.62 48.62 48.17 48.92
PP 47.43 47.43 47.43 47.59
S1 46.83 46.83 47.85 47.13
S2 45.64 45.64 47.68
S3 43.85 45.04 47.52
S4 42.06 43.25 47.03
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.79 55.64 48.18
R3 54.13 51.98 47.18
R2 50.47 50.47 46.84
R1 48.32 48.32 46.51 47.57
PP 46.81 46.81 46.81 46.43
S1 44.66 44.66 45.83 43.91
S2 43.15 43.15 45.50
S3 39.49 41.00 45.16
S4 35.83 37.34 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.96 45.54 3.42 7.1% 1.83 3.8% 72% False False 39,895
10 48.96 45.30 3.66 7.6% 1.88 3.9% 74% False False 37,533
20 51.74 39.97 11.77 24.5% 2.49 5.2% 68% False False 39,996
40 51.74 39.97 11.77 24.5% 1.95 4.1% 68% False False 35,290
60 61.36 39.97 21.39 44.6% 1.85 3.9% 38% False False 28,573
80 63.32 39.97 23.35 48.6% 1.73 3.6% 34% False False 23,682
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.65
2.618 52.73
1.618 50.94
1.000 49.83
0.618 49.15
HIGH 48.04
0.618 47.36
0.500 47.15
0.382 46.93
LOW 46.25
0.618 45.14
1.000 44.46
1.618 43.35
2.618 41.56
4.250 38.64
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 47.72 47.80
PP 47.43 47.58
S1 47.15 47.37

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

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