NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 46.17 46.39 0.22 0.5% 46.92
High 47.20 47.40 0.20 0.4% 49.07
Low 45.97 46.39 0.42 0.9% 45.79
Close 46.76 46.76 0.00 0.0% 47.44
Range 1.23 1.01 -0.22 -17.9% 3.28
ATR 1.86 1.80 -0.06 -3.3% 0.00
Volume 13,771 18,148 4,377 31.8% 98,268
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.88 49.33 47.32
R3 48.87 48.32 47.04
R2 47.86 47.86 46.95
R1 47.31 47.31 46.85 47.59
PP 46.85 46.85 46.85 46.99
S1 46.30 46.30 46.67 46.58
S2 45.84 45.84 46.57
S3 44.83 45.29 46.48
S4 43.82 44.28 46.20
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 48.05 45.79 2.26 4.8% 1.19 2.5% 43% False False 19,067
10 49.42 45.79 3.63 7.8% 1.51 3.2% 27% False False 19,237
20 50.67 45.79 4.88 10.4% 1.70 3.6% 20% False False 20,577
40 52.47 40.67 11.80 25.2% 1.83 3.9% 52% False False 19,684
60 56.31 40.67 15.64 33.4% 1.68 3.6% 39% False False 15,562
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 51.69
2.618 50.04
1.618 49.03
1.000 48.41
0.618 48.02
HIGH 47.40
0.618 47.01
0.500 46.90
0.382 46.78
LOW 46.39
0.618 45.77
1.000 45.38
1.618 44.76
2.618 43.75
4.250 42.10
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 46.90 46.73
PP 46.85 46.70
S1 46.81 46.67

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

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