NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 49.18 48.50 -0.68 -1.4% 47.03
High 49.42 48.74 -0.68 -1.4% 49.42
Low 48.24 46.41 -1.83 -3.8% 45.93
Close 48.73 46.77 -1.96 -4.0% 46.77
Range 1.18 2.33 1.15 97.5% 3.49
ATR 2.05 2.07 0.02 1.0% 0.00
Volume 22,166 18,394 -3,772 -17.0% 121,201
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.30 52.86 48.05
R3 51.97 50.53 47.41
R2 49.64 49.64 47.20
R1 48.20 48.20 46.98 47.76
PP 47.31 47.31 47.31 47.08
S1 45.87 45.87 46.56 45.43
S2 44.98 44.98 46.34
S3 42.65 43.54 46.13
S4 40.32 41.21 45.49
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.84 55.80 48.69
R3 54.35 52.31 47.73
R2 50.86 50.86 47.41
R1 48.82 48.82 47.09 48.10
PP 47.37 47.37 47.37 47.01
S1 45.33 45.33 46.45 44.61
S2 43.88 43.88 46.13
S3 40.39 41.84 45.81
S4 36.90 38.35 44.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.42 45.93 3.49 7.5% 1.57 3.4% 24% False False 24,240
10 49.42 45.93 3.49 7.5% 1.69 3.6% 24% False False 21,263
20 52.47 40.67 11.80 25.2% 2.29 4.9% 52% False False 21,960
40 52.47 40.67 11.80 25.2% 1.80 3.9% 52% False False 17,564
60 62.08 40.67 21.41 45.8% 1.72 3.7% 28% False False 13,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.64
2.618 54.84
1.618 52.51
1.000 51.07
0.618 50.18
HIGH 48.74
0.618 47.85
0.500 47.58
0.382 47.30
LOW 46.41
0.618 44.97
1.000 44.08
1.618 42.64
2.618 40.31
4.250 36.51
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 47.58 47.92
PP 47.31 47.53
S1 47.04 47.15

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

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