NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 47.03 46.28 -0.75 -1.6% 48.12
High 47.07 47.10 0.03 0.1% 48.81
Low 45.93 46.14 0.21 0.5% 46.10
Close 46.06 46.76 0.70 1.5% 47.13
Range 1.14 0.96 -0.18 -15.8% 2.71
ATR 2.16 2.08 -0.08 -3.7% 0.00
Volume 23,710 33,782 10,072 42.5% 78,809
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.55 49.11 47.29
R3 48.59 48.15 47.02
R2 47.63 47.63 46.94
R1 47.19 47.19 46.85 47.41
PP 46.67 46.67 46.67 46.78
S1 46.23 46.23 46.67 46.45
S2 45.71 45.71 46.58
S3 44.75 45.27 46.50
S4 43.79 44.31 46.23
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.48 54.01 48.62
R3 52.77 51.30 47.88
R2 50.06 50.06 47.63
R1 48.59 48.59 47.38 47.97
PP 47.35 47.35 47.35 47.04
S1 45.88 45.88 46.88 45.26
S2 44.64 44.64 46.63
S3 41.93 43.17 46.38
S4 39.22 40.46 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.76 45.93 2.83 6.1% 1.57 3.3% 29% False False 23,879
10 51.56 45.93 5.63 12.0% 2.14 4.6% 15% False False 22,663
20 52.47 40.67 11.80 25.2% 2.23 4.8% 52% False False 21,577
40 54.03 40.67 13.36 28.6% 1.76 3.8% 46% False False 16,573
60 63.11 40.67 22.44 48.0% 1.69 3.6% 27% False False 12,865
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.18
2.618 49.61
1.618 48.65
1.000 48.06
0.618 47.69
HIGH 47.10
0.618 46.73
0.500 46.62
0.382 46.51
LOW 46.14
0.618 45.55
1.000 45.18
1.618 44.59
2.618 43.63
4.250 42.06
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 46.71 46.95
PP 46.67 46.88
S1 46.62 46.82

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

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