NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 44.89 46.70 1.81 4.0% 41.01
High 47.36 48.96 1.60 3.4% 46.67
Low 43.89 46.27 2.38 5.4% 38.51
Close 46.86 47.32 0.46 1.0% 45.98
Range 3.47 2.69 -0.78 -22.5% 8.16
ATR 2.51 2.52 0.01 0.5% 0.00
Volume 172,548 131,868 -40,680 -23.6% 520,424
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.59 54.14 48.80
R3 52.90 51.45 48.06
R2 50.21 50.21 47.81
R1 48.76 48.76 47.57 49.49
PP 47.52 47.52 47.52 47.88
S1 46.07 46.07 47.07 46.80
S2 44.83 44.83 46.83
S3 42.14 43.38 46.58
S4 39.45 40.69 45.84
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 42.60 7.44 15.7% 4.13 8.7% 63% False False 154,391
10 50.04 38.51 11.53 24.4% 3.16 6.7% 76% False False 126,805
20 50.04 38.51 11.53 24.4% 2.35 5.0% 76% False False 114,875
40 55.06 38.51 16.55 35.0% 1.93 4.1% 53% False False 72,185
60 62.68 38.51 24.17 51.1% 1.82 3.8% 36% False False 54,864
80 64.04 38.51 25.53 54.0% 1.77 3.7% 35% False False 45,509
100 65.03 38.51 26.52 56.0% 1.73 3.6% 33% False False 38,995
120 65.03 38.51 26.52 56.0% 1.72 3.6% 33% False False 33,985
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 6 trading days
Fibonacci Retracements and Extensions
4.250 60.39
2.618 56.00
1.618 53.31
1.000 51.65
0.618 50.62
HIGH 48.96
0.618 47.93
0.500 47.62
0.382 47.30
LOW 46.27
0.618 44.61
1.000 43.58
1.618 41.92
2.618 39.23
4.250 34.84
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 47.62 47.11
PP 47.52 46.90
S1 47.42 46.70

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

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