NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 47.60 47.74 0.14 0.3% 46.64
High 47.87 48.42 0.55 1.1% 48.96
Low 46.55 45.77 -0.78 -1.7% 45.30
Close 47.57 45.82 -1.75 -3.7% 46.17
Range 1.32 2.65 1.33 100.8% 3.66
ATR 2.09 2.13 0.04 1.9% 0.00
Volume 32,352 38,338 5,986 18.5% 208,953
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.62 52.87 47.28
R3 51.97 50.22 46.55
R2 49.32 49.32 46.31
R1 47.57 47.57 46.06 47.12
PP 46.67 46.67 46.67 46.45
S1 44.92 44.92 45.58 44.47
S2 44.02 44.02 45.33
S3 41.37 42.27 45.09
S4 38.72 39.62 44.36
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 45.77 3.19 7.0% 1.91 4.2% 2% False True 33,547
10 48.96 45.30 3.66 8.0% 1.85 4.0% 14% False False 38,054
20 51.74 40.86 10.88 23.7% 2.47 5.4% 46% False False 39,771
40 51.74 39.97 11.77 25.7% 1.98 4.3% 50% False False 36,217
60 61.26 39.97 21.29 46.5% 1.89 4.1% 27% False False 29,543
80 63.32 39.97 23.35 51.0% 1.73 3.8% 25% False False 24,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 59.68
2.618 55.36
1.618 52.71
1.000 51.07
0.618 50.06
HIGH 48.42
0.618 47.41
0.500 47.10
0.382 46.78
LOW 45.77
0.618 44.13
1.000 43.12
1.618 41.48
2.618 38.83
4.250 34.51
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 47.10 47.10
PP 46.67 46.67
S1 46.25 46.25

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

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