NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 46.48 45.34 -1.14 -2.5% 46.43
High 46.52 46.64 0.12 0.3% 48.42
Low 45.35 45.34 -0.01 0.0% 45.06
Close 45.45 46.20 0.75 1.7% 46.80
Range 1.17 1.30 0.13 11.1% 3.36
ATR 1.98 1.93 -0.05 -2.5% 0.00
Volume 42,511 29,331 -13,180 -31.0% 202,456
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.96 49.38 46.92
R3 48.66 48.08 46.56
R2 47.36 47.36 46.44
R1 46.78 46.78 46.32 47.07
PP 46.06 46.06 46.06 46.21
S1 45.48 45.48 46.08 45.77
S2 44.76 44.76 45.96
S3 43.46 44.18 45.84
S4 42.16 42.88 45.49
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.84 55.18 48.65
R3 53.48 51.82 47.72
R2 50.12 50.12 47.42
R1 48.46 48.46 47.11 49.29
PP 46.76 46.76 46.76 47.18
S1 45.10 45.10 46.49 45.93
S2 43.40 43.40 46.18
S3 40.04 41.74 45.88
S4 36.68 38.38 44.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.42 45.06 3.36 7.3% 1.56 3.4% 34% False False 43,456
10 48.96 45.06 3.90 8.4% 1.71 3.7% 29% False False 39,074
20 50.95 45.06 5.89 12.7% 2.00 4.3% 19% False False 40,226
40 51.74 39.97 11.77 25.5% 1.95 4.2% 53% False False 38,612
60 56.10 39.97 16.13 34.9% 1.82 3.9% 39% False False 31,516
80 63.32 39.97 23.35 50.5% 1.72 3.7% 27% False False 26,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.17
2.618 50.04
1.618 48.74
1.000 47.94
0.618 47.44
HIGH 46.64
0.618 46.14
0.500 45.99
0.382 45.84
LOW 45.34
0.618 44.54
1.000 44.04
1.618 43.24
2.618 41.94
4.250 39.82
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 46.13 46.41
PP 46.06 46.34
S1 45.99 46.27

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

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