NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 45.00 48.10 3.10 6.9% 40.30
High 49.33 48.87 -0.46 -0.9% 45.90
Low 43.60 44.15 0.55 1.3% 37.75
Close 49.20 45.41 -3.79 -7.7% 45.22
Range 5.73 4.72 -1.01 -17.6% 8.15
ATR 2.28 2.48 0.20 8.7% 0.00
Volume 757,503 713,418 -44,085 -5.8% 2,412,748
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 60.30 57.58 48.01
R3 55.58 52.86 46.71
R2 50.86 50.86 46.28
R1 48.14 48.14 45.84 47.14
PP 46.14 46.14 46.14 45.65
S1 43.42 43.42 44.98 42.42
S2 41.42 41.42 44.54
S3 36.70 38.70 44.11
S4 31.98 33.98 42.81
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 49.33 38.52 10.81 23.8% 3.96 8.7% 64% False False 607,930
10 49.33 37.75 11.58 25.5% 2.95 6.5% 66% False False 509,935
20 49.33 37.75 11.58 25.5% 2.24 4.9% 66% False False 364,285
40 54.70 37.75 16.95 37.3% 1.93 4.2% 45% False False 209,199
60 62.65 37.75 24.90 54.8% 1.82 4.0% 31% False False 149,037
80 63.75 37.75 26.00 57.3% 1.78 3.9% 29% False False 117,928
100 64.74 37.75 26.99 59.4% 1.75 3.8% 28% False False 98,249
120 64.74 37.75 26.99 59.4% 1.77 3.9% 28% False False 84,133
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.93
2.618 61.23
1.618 56.51
1.000 53.59
0.618 51.79
HIGH 48.87
0.618 47.07
0.500 46.51
0.382 45.95
LOW 44.15
0.618 41.23
1.000 39.43
1.618 36.51
2.618 31.79
4.250 24.09
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 46.51 45.56
PP 46.14 45.51
S1 45.78 45.46

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

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