NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 39.69 38.96 -0.73 -1.8% 42.84
High 39.86 42.86 3.00 7.5% 43.38
Low 38.52 38.95 0.43 1.1% 39.86
Close 38.60 42.56 3.96 10.3% 40.45
Range 1.34 3.91 2.57 191.8% 3.52
ATR 1.67 1.85 0.19 11.1% 0.00
Volume 368,722 533,682 164,960 44.7% 1,676,754
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.19 51.78 44.71
R3 49.28 47.87 43.64
R2 45.37 45.37 43.28
R1 43.96 43.96 42.92 44.67
PP 41.46 41.46 41.46 41.81
S1 40.05 40.05 42.20 40.76
S2 37.55 37.55 41.84
S3 33.64 36.14 41.48
S4 29.73 32.23 40.41
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.79 49.64 42.39
R3 48.27 46.12 41.42
R2 44.75 44.75 41.10
R1 42.60 42.60 40.77 41.92
PP 41.23 41.23 41.23 40.89
S1 39.08 39.08 40.13 38.40
S2 37.71 37.71 39.80
S3 34.19 35.56 39.48
S4 30.67 32.04 38.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.86 37.75 5.11 12.0% 2.25 5.3% 94% True False 424,720
10 43.54 37.75 5.79 13.6% 1.87 4.4% 83% False False 360,859
20 49.03 37.75 11.28 26.5% 1.74 4.1% 43% False False 267,848
40 58.60 37.75 20.85 49.0% 1.75 4.1% 23% False False 159,335
60 62.65 37.75 24.90 58.5% 1.67 3.9% 19% False False 115,154
80 64.74 37.75 26.99 63.4% 1.68 3.9% 18% False False 92,092
100 64.74 37.75 26.99 63.4% 1.65 3.9% 18% False False 77,462
120 64.74 37.75 26.99 63.4% 1.68 4.0% 18% False False 66,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 143 trading days
Fibonacci Retracements and Extensions
4.250 59.48
2.618 53.10
1.618 49.19
1.000 46.77
0.618 45.28
HIGH 42.86
0.618 41.37
0.500 40.91
0.382 40.44
LOW 38.95
0.618 36.53
1.000 35.04
1.618 32.62
2.618 28.71
4.250 22.33
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 42.01 41.88
PP 41.46 41.19
S1 40.91 40.51

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

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