NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 46.70 47.23 0.53 1.1% 45.69
High 48.96 47.81 -1.15 -2.3% 50.04
Low 46.27 46.18 -0.09 -0.2% 43.89
Close 47.32 46.63 -0.69 -1.5% 46.63
Range 2.69 1.63 -1.06 -39.4% 6.15
ATR 2.52 2.46 -0.06 -2.5% 0.00
Volume 131,868 100,450 -31,418 -23.8% 739,545
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.76 50.83 47.53
R3 50.13 49.20 47.08
R2 48.50 48.50 46.93
R1 47.57 47.57 46.78 47.22
PP 46.87 46.87 46.87 46.70
S1 45.94 45.94 46.48 45.59
S2 45.24 45.24 46.33
S3 43.61 44.31 46.18
S4 41.98 42.68 45.73
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 65.30 62.12 50.01
R3 59.15 55.97 48.32
R2 53.00 53.00 47.76
R1 49.82 49.82 47.19 51.41
PP 46.85 46.85 46.85 47.65
S1 43.67 43.67 46.07 45.26
S2 40.70 40.70 45.50
S3 34.55 37.52 44.94
S4 28.40 31.37 43.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.04 43.89 6.15 13.2% 3.64 7.8% 45% False False 147,909
10 50.04 38.51 11.53 24.7% 3.18 6.8% 70% False False 125,996
20 50.04 38.51 11.53 24.7% 2.36 5.1% 70% False False 116,238
40 54.78 38.51 16.27 34.9% 1.93 4.1% 50% False False 74,033
60 62.68 38.51 24.17 51.8% 1.83 3.9% 34% False False 56,108
80 63.30 38.51 24.79 53.2% 1.78 3.8% 33% False False 46,603
100 65.03 38.51 26.52 56.9% 1.72 3.7% 31% False False 39,870
120 65.03 38.51 26.52 56.9% 1.72 3.7% 31% False False 34,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.74
2.618 52.08
1.618 50.45
1.000 49.44
0.618 48.82
HIGH 47.81
0.618 47.19
0.500 47.00
0.382 46.80
LOW 46.18
0.618 45.17
1.000 44.55
1.618 43.54
2.618 41.91
4.250 39.25
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 47.00 46.56
PP 46.87 46.49
S1 46.75 46.43

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

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