NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 47.99 48.19 0.20 0.4% 47.03
High 48.51 49.07 0.56 1.2% 49.42
Low 47.19 46.54 -0.65 -1.4% 45.93
Close 48.23 46.54 -1.69 -3.5% 46.77
Range 1.32 2.53 1.21 91.7% 3.49
ATR 2.01 2.05 0.04 1.9% 0.00
Volume 19,480 23,720 4,240 21.8% 121,201
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.97 53.29 47.93
R3 52.44 50.76 47.24
R2 49.91 49.91 47.00
R1 48.23 48.23 46.77 47.81
PP 47.38 47.38 47.38 47.17
S1 45.70 45.70 46.31 45.28
S2 44.85 44.85 46.08
S3 42.32 43.17 45.84
S4 39.79 40.64 45.15
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 46.41 3.01 6.5% 1.83 3.9% 4% False False 19,408
10 49.42 45.93 3.49 7.5% 1.73 3.7% 17% False False 22,415
20 52.47 41.56 10.91 23.4% 2.36 5.1% 46% False False 22,382
40 52.47 40.67 11.80 25.4% 1.85 4.0% 50% False False 18,437
60 61.44 40.67 20.77 44.6% 1.77 3.8% 28% False False 14,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 59.82
2.618 55.69
1.618 53.16
1.000 51.60
0.618 50.63
HIGH 49.07
0.618 48.10
0.500 47.81
0.382 47.51
LOW 46.54
0.618 44.98
1.000 44.01
1.618 42.45
2.618 39.92
4.250 35.79
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 47.81 47.81
PP 47.38 47.38
S1 46.96 46.96

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

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