NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 47.50 48.73 1.23 2.6% 48.56
High 49.04 48.80 -0.24 -0.5% 49.42
Low 46.73 47.14 0.41 0.9% 46.73
Close 48.96 47.79 -1.17 -2.4% 47.79
Range 2.31 1.66 -0.65 -28.1% 2.69
ATR 2.25 2.22 -0.03 -1.4% 0.00
Volume 23,080 21,165 -1,915 -8.3% 73,913
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.89 52.00 48.70
R3 51.23 50.34 48.25
R2 49.57 49.57 48.09
R1 48.68 48.68 47.94 48.30
PP 47.91 47.91 47.91 47.72
S1 47.02 47.02 47.64 46.64
S2 46.25 46.25 47.49
S3 44.59 45.36 47.33
S4 42.93 43.70 46.88
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.05 54.61 49.27
R3 53.36 51.92 48.53
R2 50.67 50.67 48.28
R1 49.23 49.23 48.04 48.61
PP 47.98 47.98 47.98 47.67
S1 46.54 46.54 47.54 45.92
S2 45.29 45.29 47.30
S3 42.60 43.85 47.05
S4 39.91 41.16 46.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.89 46.73 3.16 6.6% 1.84 3.9% 34% False False 18,019
10 53.08 45.92 7.16 15.0% 2.86 6.0% 26% False False 25,164
20 53.08 41.25 11.83 24.8% 2.27 4.7% 55% False False 24,027
40 54.45 41.25 13.20 27.6% 1.74 3.6% 50% False False 19,157
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.86
2.618 53.15
1.618 51.49
1.000 50.46
0.618 49.83
HIGH 48.80
0.618 48.17
0.500 47.97
0.382 47.77
LOW 47.14
0.618 46.11
1.000 45.48
1.618 44.45
2.618 42.79
4.250 40.09
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 47.97 48.08
PP 47.91 47.98
S1 47.85 47.89

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

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