NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 48.00 47.80 -0.20 -0.4% 47.41
High 48.66 47.80 -0.86 -1.8% 49.72
Low 47.57 46.54 -1.03 -2.2% 46.50
Close 48.09 46.67 -1.42 -3.0% 48.09
Range 1.09 1.26 0.17 15.6% 3.22
ATR 1.93 1.90 -0.03 -1.4% 0.00
Volume 29,286 25,828 -3,458 -11.8% 126,896
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.78 49.99 47.36
R3 49.52 48.73 47.02
R2 48.26 48.26 46.90
R1 47.47 47.47 46.79 47.24
PP 47.00 47.00 47.00 46.89
S1 46.21 46.21 46.55 45.98
S2 45.74 45.74 46.44
S3 44.48 44.95 46.32
S4 43.22 43.69 45.98
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.76 56.15 49.86
R3 54.54 52.93 48.98
R2 51.32 51.32 48.68
R1 49.71 49.71 48.39 50.52
PP 48.10 48.10 48.10 48.51
S1 46.49 46.49 47.79 47.30
S2 44.88 44.88 47.50
S3 41.66 43.27 47.20
S4 38.44 40.05 46.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.72 46.50 3.22 6.9% 1.51 3.2% 5% False False 27,386
10 50.00 46.50 3.50 7.5% 1.61 3.5% 5% False False 26,194
20 53.08 46.50 6.58 14.1% 2.10 4.5% 3% False False 25,274
40 53.08 41.25 11.83 25.3% 1.87 4.0% 46% False False 23,451
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.16
2.618 51.10
1.618 49.84
1.000 49.06
0.618 48.58
HIGH 47.80
0.618 47.32
0.500 47.17
0.382 47.02
LOW 46.54
0.618 45.76
1.000 45.28
1.618 44.50
2.618 43.24
4.250 41.19
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 47.17 47.58
PP 47.00 47.28
S1 46.84 46.97

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

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