NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 48.70 44.89 -3.81 -7.8% 41.01
High 49.50 47.36 -2.14 -4.3% 46.67
Low 44.78 43.89 -0.89 -2.0% 38.51
Close 46.02 46.86 0.84 1.8% 45.98
Range 4.72 3.47 -1.25 -26.5% 8.16
ATR 2.43 2.51 0.07 3.0% 0.00
Volume 179,758 172,548 -7,210 -4.0% 520,424
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.45 55.12 48.77
R3 52.98 51.65 47.81
R2 49.51 49.51 47.50
R1 48.18 48.18 47.18 48.85
PP 46.04 46.04 46.04 46.37
S1 44.71 44.71 46.54 45.38
S2 42.57 42.57 46.22
S3 39.10 41.24 45.91
S4 35.63 37.77 44.95
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 39.74 10.30 22.0% 4.37 9.3% 69% False False 147,556
10 50.04 38.51 11.53 24.6% 3.01 6.4% 72% False False 123,280
20 50.04 38.51 11.53 24.6% 2.26 4.8% 72% False False 110,808
40 55.06 38.51 16.55 35.3% 1.91 4.1% 50% False False 69,622
60 62.87 38.51 24.36 52.0% 1.79 3.8% 34% False False 52,986
80 64.04 38.51 25.53 54.5% 1.76 3.8% 33% False False 44,002
100 65.03 38.51 26.52 56.6% 1.71 3.6% 31% False False 37,766
120 65.03 38.51 26.52 56.6% 1.71 3.7% 31% False False 32,937
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 5 trading days
Fibonacci Retracements and Extensions
4.250 62.11
2.618 56.44
1.618 52.97
1.000 50.83
0.618 49.50
HIGH 47.36
0.618 46.03
0.500 45.63
0.382 45.22
LOW 43.89
0.618 41.75
1.000 40.42
1.618 38.28
2.618 34.81
4.250 29.14
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 46.45 46.97
PP 46.04 46.93
S1 45.63 46.90

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

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