NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 39.74 43.48 3.74 9.4% 41.01
High 43.63 46.67 3.04 7.0% 46.67
Low 39.74 42.60 2.86 7.2% 38.51
Close 43.37 45.98 2.61 6.0% 45.98
Range 3.89 4.07 0.18 4.6% 8.16
ATR 1.79 1.96 0.16 9.1% 0.00
Volume 97,690 132,863 35,173 36.0% 520,424
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 57.29 55.71 48.22
R3 53.22 51.64 47.10
R2 49.15 49.15 46.73
R1 47.57 47.57 46.35 48.36
PP 45.08 45.08 45.08 45.48
S1 43.50 43.50 45.61 44.29
S2 41.01 41.01 45.23
S3 36.94 39.43 44.86
S4 32.87 35.36 43.74
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 68.20 65.25 50.47
R3 60.04 57.09 48.22
R2 51.88 51.88 47.48
R1 48.93 48.93 46.73 50.41
PP 43.72 43.72 43.72 44.46
S1 40.77 40.77 45.23 42.25
S2 35.56 35.56 44.48
S3 27.40 32.61 43.74
S4 19.24 24.45 41.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.67 38.51 8.16 17.7% 2.72 5.9% 92% True False 104,084
10 46.67 38.51 8.16 17.7% 2.08 4.5% 92% True False 99,694
20 48.00 38.51 9.49 20.6% 1.79 3.9% 79% False False 91,317
40 56.44 38.51 17.93 39.0% 1.76 3.8% 42% False False 59,099
60 62.87 38.51 24.36 53.0% 1.66 3.6% 31% False False 45,602
80 64.04 38.51 25.53 55.5% 1.65 3.6% 29% False False 38,317
100 65.03 38.51 26.52 57.7% 1.60 3.5% 28% False False 33,035
120 65.03 38.51 26.52 57.7% 1.63 3.6% 28% False False 28,961
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 0.33
Widest range in 148 trading days
Fibonacci Retracements and Extensions
4.250 63.97
2.618 57.33
1.618 53.26
1.000 50.74
0.618 49.19
HIGH 46.67
0.618 45.12
0.500 44.64
0.382 44.15
LOW 42.60
0.618 40.08
1.000 38.53
1.618 36.01
2.618 31.94
4.250 25.30
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 45.53 44.98
PP 45.08 43.98
S1 44.64 42.99

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

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