NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 46.11 46.68 0.57 1.2% 45.00
High 48.42 47.23 -1.19 -2.5% 49.33
Low 45.65 45.61 -0.04 -0.1% 43.21
Close 46.75 46.05 -0.70 -1.5% 46.05
Range 2.77 1.62 -1.15 -41.5% 6.12
ATR 2.57 2.50 -0.07 -2.6% 0.00
Volume 539,450 385,631 -153,819 -28.5% 3,085,303
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.16 50.22 46.94
R3 49.54 48.60 46.50
R2 47.92 47.92 46.35
R1 46.98 46.98 46.20 46.64
PP 46.30 46.30 46.30 46.13
S1 45.36 45.36 45.90 45.02
S2 44.68 44.68 45.75
S3 43.06 43.74 45.60
S4 41.44 42.12 45.16
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 64.56 61.42 49.42
R3 58.44 55.30 47.73
R2 52.32 52.32 47.17
R1 49.18 49.18 46.61 50.75
PP 46.20 46.20 46.20 46.98
S1 43.06 43.06 45.49 44.63
S2 40.08 40.08 44.93
S3 33.96 36.94 44.37
S4 27.84 30.82 42.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.33 43.21 6.12 13.3% 3.68 8.0% 46% False False 617,060
10 49.33 37.75 11.58 25.1% 3.22 7.0% 72% False False 549,805
20 49.33 37.75 11.58 25.1% 2.42 5.3% 72% False False 422,384
40 54.28 37.75 16.53 35.9% 1.98 4.3% 50% False False 246,032
60 62.41 37.75 24.66 53.6% 1.87 4.1% 34% False False 174,613
80 62.94 37.75 25.19 54.7% 1.83 4.0% 33% False False 137,378
100 64.74 37.75 26.99 58.6% 1.78 3.9% 31% False False 113,968
120 64.74 37.75 26.99 58.6% 1.79 3.9% 31% False False 97,327
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.12
2.618 51.47
1.618 49.85
1.000 48.85
0.618 48.23
HIGH 47.23
0.618 46.61
0.500 46.42
0.382 46.23
LOW 45.61
0.618 44.61
1.000 43.99
1.618 42.99
2.618 41.37
4.250 38.73
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 46.42 45.97
PP 46.30 45.89
S1 46.17 45.82

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

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