NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 44.26 46.11 1.85 4.2% 40.30
High 46.77 48.42 1.65 3.5% 45.90
Low 43.21 45.65 2.44 5.6% 37.75
Close 46.25 46.75 0.50 1.1% 45.22
Range 3.56 2.77 -0.79 -22.2% 8.15
ATR 2.55 2.57 0.02 0.6% 0.00
Volume 689,301 539,450 -149,851 -21.7% 2,412,748
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.25 53.77 48.27
R3 52.48 51.00 47.51
R2 49.71 49.71 47.26
R1 48.23 48.23 47.00 48.97
PP 46.94 46.94 46.94 47.31
S1 45.46 45.46 46.50 46.20
S2 44.17 44.17 46.24
S3 41.40 42.69 45.99
S4 38.63 39.92 45.23
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 41.78 7.55 16.1% 4.18 8.9% 66% False False 673,200
10 49.33 37.75 11.58 24.8% 3.21 6.9% 78% False False 548,960
20 49.33 37.75 11.58 24.8% 2.41 5.2% 78% False False 412,345
40 54.70 37.75 16.95 36.3% 1.99 4.3% 53% False False 237,349
60 62.41 37.75 24.66 52.7% 1.87 4.0% 36% False False 168,703
80 63.75 37.75 26.00 55.6% 1.82 3.9% 35% False False 132,783
100 64.74 37.75 26.99 57.7% 1.79 3.8% 33% False False 110,292
120 64.74 37.75 26.99 57.7% 1.78 3.8% 33% False False 94,185
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 6 trading days
Fibonacci Retracements and Extensions
4.250 60.19
2.618 55.67
1.618 52.90
1.000 51.19
0.618 50.13
HIGH 48.42
0.618 47.36
0.500 47.04
0.382 46.71
LOW 45.65
0.618 43.94
1.000 42.88
1.618 41.17
2.618 38.40
4.250 33.88
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 47.04 46.51
PP 46.94 46.28
S1 46.85 46.04

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

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