NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 45.34 45.85 0.51 1.1% 46.43
High 46.64 46.82 0.18 0.4% 48.42
Low 45.34 45.69 0.35 0.8% 45.06
Close 46.20 46.16 -0.04 -0.1% 46.80
Range 1.30 1.13 -0.17 -13.1% 3.36
ATR 1.93 1.88 -0.06 -3.0% 0.00
Volume 29,331 41,494 12,163 41.5% 202,456
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.61 49.02 46.78
R3 48.48 47.89 46.47
R2 47.35 47.35 46.37
R1 46.76 46.76 46.26 47.06
PP 46.22 46.22 46.22 46.37
S1 45.63 45.63 46.06 45.93
S2 45.09 45.09 45.95
S3 43.96 44.50 45.85
S4 42.83 43.37 45.54
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 47.47 45.06 2.41 5.2% 1.26 2.7% 46% False False 44,088
10 48.96 45.06 3.90 8.4% 1.58 3.4% 28% False False 38,817
20 50.15 45.06 5.09 11.0% 1.81 3.9% 22% False False 39,245
40 51.74 39.97 11.77 25.5% 1.96 4.3% 53% False False 39,213
60 56.10 39.97 16.13 34.9% 1.80 3.9% 38% False False 31,964
80 63.32 39.97 23.35 50.6% 1.72 3.7% 27% False False 26,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 51.62
2.618 49.78
1.618 48.65
1.000 47.95
0.618 47.52
HIGH 46.82
0.618 46.39
0.500 46.26
0.382 46.12
LOW 45.69
0.618 44.99
1.000 44.56
1.618 43.86
2.618 42.73
4.250 40.89
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 46.26 46.13
PP 46.22 46.11
S1 46.19 46.08

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

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