NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 40.30 39.74 -0.56 -1.4% 44.00
High 40.51 43.63 3.12 7.7% 44.36
Low 39.30 39.74 0.44 1.1% 40.63
Close 39.37 43.37 4.00 10.2% 41.19
Range 1.21 3.89 2.68 221.5% 3.73
ATR 1.60 1.79 0.19 11.8% 0.00
Volume 100,996 97,690 -3,306 -3.3% 476,525
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.92 52.53 45.51
R3 50.03 48.64 44.44
R2 46.14 46.14 44.08
R1 44.75 44.75 43.73 45.45
PP 42.25 42.25 42.25 42.59
S1 40.86 40.86 43.01 41.56
S2 38.36 38.36 42.66
S3 34.47 36.97 42.30
S4 30.58 33.08 41.23
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.25 50.95 43.24
R3 49.52 47.22 42.22
R2 45.79 45.79 41.87
R1 43.49 43.49 41.53 42.78
PP 42.06 42.06 42.06 41.70
S1 39.76 39.76 40.85 39.05
S2 38.33 38.33 40.51
S3 34.60 36.03 40.16
S4 30.87 32.30 39.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.63 38.51 5.12 11.8% 2.19 5.1% 95% True False 99,219
10 44.67 38.51 6.16 14.2% 1.80 4.2% 79% False False 100,767
20 49.65 38.51 11.14 25.7% 1.68 3.9% 44% False False 85,895
40 59.00 38.51 20.49 47.2% 1.69 3.9% 24% False False 56,391
60 62.87 38.51 24.36 56.2% 1.62 3.7% 20% False False 43,738
80 65.03 38.51 26.52 61.1% 1.63 3.7% 18% False False 36,848
100 65.03 38.51 26.52 61.1% 1.58 3.7% 18% False False 31,860
120 65.03 38.51 26.52 61.1% 1.61 3.7% 18% False False 27,922
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 0.29
Widest range in 147 trading days
Fibonacci Retracements and Extensions
4.250 60.16
2.618 53.81
1.618 49.92
1.000 47.52
0.618 46.03
HIGH 43.63
0.618 42.14
0.500 41.69
0.382 41.23
LOW 39.74
0.618 37.34
1.000 35.85
1.618 33.45
2.618 29.56
4.250 23.21
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 42.81 42.66
PP 42.25 41.95
S1 41.69 41.24

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

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