NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 48.52 46.28 -2.24 -4.6% 47.50
High 48.76 48.44 -0.32 -0.7% 52.47
Low 46.84 46.10 -0.74 -1.6% 46.10
Close 46.88 48.33 1.45 3.1% 48.46
Range 1.92 2.34 0.42 21.9% 6.37
ATR 2.26 2.27 0.01 0.3% 0.00
Volume 15,428 21,704 6,276 40.7% 129,017
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.64 53.83 49.62
R3 52.30 51.49 48.97
R2 49.96 49.96 48.76
R1 49.15 49.15 48.54 49.56
PP 47.62 47.62 47.62 47.83
S1 46.81 46.81 48.12 47.22
S2 45.28 45.28 47.90
S3 42.94 44.47 47.69
S4 40.60 42.13 47.04
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 68.12 64.66 51.96
R3 61.75 58.29 50.21
R2 55.38 55.38 49.63
R1 51.92 51.92 49.04 53.65
PP 49.01 49.01 49.01 49.88
S1 45.55 45.55 47.88 47.28
S2 42.64 42.64 47.29
S3 36.27 39.18 46.71
S4 29.90 32.81 44.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.67 46.10 4.57 9.5% 2.00 4.1% 49% False True 17,591
10 52.47 42.16 10.31 21.3% 3.13 6.5% 60% False False 22,567
20 52.47 40.67 11.80 24.4% 2.19 4.5% 65% False False 19,942
40 54.58 40.67 13.91 28.8% 1.74 3.6% 55% False False 14,867
60 63.33 40.67 22.66 46.9% 1.70 3.5% 34% False False 11,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.39
2.618 54.57
1.618 52.23
1.000 50.78
0.618 49.89
HIGH 48.44
0.618 47.55
0.500 47.27
0.382 46.99
LOW 46.10
0.618 44.65
1.000 43.76
1.618 42.31
2.618 39.97
4.250 36.16
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 47.98 48.04
PP 47.62 47.75
S1 47.27 47.46

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

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