NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 38.96 42.68 3.72 9.5% 40.30
High 42.86 45.90 3.04 7.1% 45.90
Low 38.95 41.78 2.83 7.3% 37.75
Close 42.56 45.22 2.66 6.3% 45.22
Range 3.91 4.12 0.21 5.4% 8.15
ATR 1.85 2.01 0.16 8.8% 0.00
Volume 533,682 666,328 132,646 24.9% 2,412,748
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.66 55.06 47.49
R3 52.54 50.94 46.35
R2 48.42 48.42 45.98
R1 46.82 46.82 45.60 47.62
PP 44.30 44.30 44.30 44.70
S1 42.70 42.70 44.84 43.50
S2 40.18 40.18 44.46
S3 36.06 38.58 44.09
S4 31.94 34.46 42.95
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 67.41 64.46 49.70
R3 59.26 56.31 47.46
R2 51.11 51.11 46.71
R1 48.16 48.16 45.97 49.64
PP 42.96 42.96 42.96 43.69
S1 40.01 40.01 44.47 41.49
S2 34.81 34.81 43.73
S3 26.66 31.86 42.98
S4 18.51 23.71 40.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.90 37.75 8.15 18.0% 2.76 6.1% 92% True False 482,549
10 45.90 37.75 8.15 18.0% 2.14 4.7% 92% True False 408,950
20 47.32 37.75 9.57 21.2% 1.85 4.1% 78% False False 298,861
40 56.02 37.75 18.27 40.4% 1.81 4.0% 41% False False 174,853
60 62.65 37.75 24.90 55.1% 1.70 3.8% 30% False False 125,700
80 63.75 37.75 26.00 57.5% 1.70 3.8% 29% False False 100,124
100 64.74 37.75 26.99 59.7% 1.67 3.7% 28% False False 83,872
120 64.74 37.75 26.99 59.7% 1.70 3.8% 28% False False 72,073
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 0.33
Widest range in 166 trading days
Fibonacci Retracements and Extensions
4.250 63.41
2.618 56.69
1.618 52.57
1.000 50.02
0.618 48.45
HIGH 45.90
0.618 44.33
0.500 43.84
0.382 43.35
LOW 41.78
0.618 39.23
1.000 37.66
1.618 35.11
2.618 30.99
4.250 24.27
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 44.76 44.22
PP 44.30 43.21
S1 43.84 42.21

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

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