NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 48.10 44.26 -3.84 -8.0% 40.30
High 48.87 46.77 -2.10 -4.3% 45.90
Low 44.15 43.21 -0.94 -2.1% 37.75
Close 45.41 46.25 0.84 1.8% 45.22
Range 4.72 3.56 -1.16 -24.6% 8.15
ATR 2.48 2.55 0.08 3.1% 0.00
Volume 713,418 689,301 -24,117 -3.4% 2,412,748
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.09 54.73 48.21
R3 52.53 51.17 47.23
R2 48.97 48.97 46.90
R1 47.61 47.61 46.58 48.29
PP 45.41 45.41 45.41 45.75
S1 44.05 44.05 45.92 44.73
S2 41.85 41.85 45.60
S3 38.29 40.49 45.27
S4 34.73 36.93 44.29
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 38.95 10.38 22.4% 4.41 9.5% 70% False False 672,046
10 49.33 37.75 11.58 25.0% 3.07 6.6% 73% False False 533,058
20 49.33 37.75 11.58 25.0% 2.32 5.0% 73% False False 393,446
40 54.70 37.75 16.95 36.6% 1.97 4.3% 50% False False 225,334
60 62.65 37.75 24.90 53.8% 1.84 4.0% 34% False False 160,142
80 63.75 37.75 26.00 56.2% 1.81 3.9% 33% False False 126,249
100 64.74 37.75 26.99 58.4% 1.77 3.8% 31% False False 105,000
120 64.74 37.75 26.99 58.4% 1.78 3.8% 31% False False 89,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 61.90
2.618 56.09
1.618 52.53
1.000 50.33
0.618 48.97
HIGH 46.77
0.618 45.41
0.500 44.99
0.382 44.57
LOW 43.21
0.618 41.01
1.000 39.65
1.618 37.45
2.618 33.89
4.250 28.08
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 45.83 46.27
PP 45.41 46.26
S1 44.99 46.26

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

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