NYMEX Light Sweet Crude Oil Future March 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 46.70 47.10 0.40 0.9% 47.41
High 47.76 47.95 0.19 0.4% 49.72
Low 46.60 46.91 0.31 0.7% 46.50
Close 47.33 47.37 0.04 0.1% 48.09
Range 1.16 1.04 -0.12 -10.3% 3.22
ATR 1.85 1.79 -0.06 -3.1% 0.00
Volume 16,142 24,029 7,887 48.9% 126,896
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.53 49.99 47.94
R3 49.49 48.95 47.66
R2 48.45 48.45 47.56
R1 47.91 47.91 47.47 48.18
PP 47.41 47.41 47.41 47.55
S1 46.87 46.87 47.27 47.14
S2 46.37 46.37 47.18
S3 45.33 45.83 47.08
S4 44.29 44.79 46.80
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 48.66 46.50 2.16 4.6% 1.17 2.5% 40% False False 23,742
10 50.00 46.50 3.50 7.4% 1.51 3.2% 25% False False 24,093
20 51.16 46.50 4.66 9.8% 1.70 3.6% 19% False False 23,585
40 53.08 41.25 11.83 25.0% 1.86 3.9% 52% False False 23,849
60 56.63 41.25 15.38 32.5% 1.68 3.5% 40% False False 19,448
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 0.23
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 52.37
2.618 50.67
1.618 49.63
1.000 48.99
0.618 48.59
HIGH 47.95
0.618 47.55
0.500 47.43
0.382 47.31
LOW 46.91
0.618 46.27
1.000 45.87
1.618 45.23
2.618 44.19
4.250 42.49
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 47.43 47.33
PP 47.41 47.29
S1 47.39 47.25

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

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