NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 47.23 46.28 -0.95 -2.0% 45.69
High 47.81 47.00 -0.81 -1.7% 50.04
Low 46.18 44.71 -1.47 -3.2% 43.89
Close 46.63 46.59 -0.04 -0.1% 46.63
Range 1.63 2.29 0.66 40.5% 6.15
ATR 2.46 2.44 -0.01 -0.5% 0.00
Volume 100,450 164,181 63,731 63.4% 739,545
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.97 52.07 47.85
R3 50.68 49.78 47.22
R2 48.39 48.39 47.01
R1 47.49 47.49 46.80 47.94
PP 46.10 46.10 46.10 46.33
S1 45.20 45.20 46.38 45.65
S2 43.81 43.81 46.17
S3 41.52 42.91 45.96
S4 39.23 40.62 45.33
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 49.50 43.89 5.61 12.0% 2.96 6.4% 48% False False 149,761
10 50.04 38.85 11.19 24.0% 3.14 6.7% 69% False False 133,529
20 50.04 38.51 11.53 24.7% 2.38 5.1% 70% False False 121,289
40 54.78 38.51 16.27 34.9% 1.94 4.2% 50% False False 77,538
60 62.68 38.51 24.17 51.9% 1.85 4.0% 33% False False 58,587
80 63.00 38.51 24.49 52.6% 1.79 3.8% 33% False False 48,494
100 65.03 38.51 26.52 56.9% 1.72 3.7% 30% False False 41,341
120 65.03 38.51 26.52 56.9% 1.71 3.7% 30% False False 36,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.73
2.618 53.00
1.618 50.71
1.000 49.29
0.618 48.42
HIGH 47.00
0.618 46.13
0.500 45.86
0.382 45.58
LOW 44.71
0.618 43.29
1.000 42.42
1.618 41.00
2.618 38.71
4.250 34.98
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 46.35 46.84
PP 46.10 46.75
S1 45.86 46.67

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

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