NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 43.48 45.69 2.21 5.1% 41.01
High 46.67 50.04 3.37 7.2% 46.67
Low 42.60 44.34 1.74 4.1% 38.51
Close 45.98 49.93 3.95 8.6% 45.98
Range 4.07 5.70 1.63 40.0% 8.16
ATR 1.96 2.22 0.27 13.7% 0.00
Volume 132,863 154,921 22,058 16.6% 520,424
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 65.20 63.27 53.07
R3 59.50 57.57 51.50
R2 53.80 53.80 50.98
R1 51.87 51.87 50.45 52.84
PP 48.10 48.10 48.10 48.59
S1 46.17 46.17 49.41 47.14
S2 42.40 42.40 48.89
S3 36.70 40.47 48.36
S4 31.00 34.77 46.80
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 50.04 38.85 11.19 22.4% 3.32 6.6% 99% True False 117,297
10 50.04 38.51 11.53 23.1% 2.55 5.1% 99% True False 105,587
20 50.04 38.51 11.53 23.1% 1.98 4.0% 99% True False 97,564
40 55.06 38.51 16.55 33.1% 1.83 3.7% 69% False False 62,324
60 62.87 38.51 24.36 48.8% 1.71 3.4% 47% False False 47,873
80 64.04 38.51 25.53 51.1% 1.69 3.4% 45% False False 40,042
100 65.03 38.51 26.52 53.1% 1.65 3.3% 43% False False 34,445
120 65.03 38.51 26.52 53.1% 1.67 3.4% 43% False False 30,175
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 0.43
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 74.27
2.618 64.96
1.618 59.26
1.000 55.74
0.618 53.56
HIGH 50.04
0.618 47.86
0.500 47.19
0.382 46.52
LOW 44.34
0.618 40.82
1.000 38.64
1.618 35.12
2.618 29.42
4.250 20.12
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 49.02 48.25
PP 48.10 46.57
S1 47.19 44.89

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

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