NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 47.12 46.17 -0.95 -2.0% 46.92
High 47.15 47.20 0.05 0.1% 49.07
Low 45.93 45.97 0.04 0.1% 45.79
Close 46.05 46.76 0.71 1.5% 47.44
Range 1.22 1.23 0.01 0.8% 3.28
ATR 1.90 1.86 -0.05 -2.5% 0.00
Volume 21,632 13,771 -7,861 -36.3% 98,268
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.33 49.78 47.44
R3 49.10 48.55 47.10
R2 47.87 47.87 46.99
R1 47.32 47.32 46.87 47.60
PP 46.64 46.64 46.64 46.78
S1 46.09 46.09 46.65 46.37
S2 45.41 45.41 46.53
S3 44.18 44.86 46.42
S4 42.95 43.63 46.08
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.27 55.64 49.24
R3 53.99 52.36 48.34
R2 50.71 50.71 48.04
R1 49.08 49.08 47.74 49.90
PP 47.43 47.43 47.43 47.84
S1 45.80 45.80 47.14 46.62
S2 44.15 44.15 46.84
S3 40.87 42.52 46.54
S4 37.59 39.24 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.07 45.79 3.28 7.0% 1.49 3.2% 30% False False 20,182
10 49.42 45.79 3.63 7.8% 1.63 3.5% 27% False False 19,738
20 51.56 45.79 5.77 12.3% 1.89 4.0% 17% False False 21,200
40 52.47 40.67 11.80 25.2% 1.82 3.9% 52% False False 19,404
60 56.31 40.67 15.64 33.4% 1.71 3.7% 39% False False 15,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.43
2.618 50.42
1.618 49.19
1.000 48.43
0.618 47.96
HIGH 47.20
0.618 46.73
0.500 46.59
0.382 46.44
LOW 45.97
0.618 45.21
1.000 44.74
1.618 43.98
2.618 42.75
4.250 40.74
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 46.70 46.99
PP 46.64 46.91
S1 46.59 46.84

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

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