NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 40.57 44.35 3.78 9.3% 41.71
High 44.52 47.58 3.06 6.9% 47.58
Low 40.57 43.50 2.93 7.2% 39.22
Close 44.28 46.86 2.58 5.8% 46.86
Range 3.95 4.08 0.13 3.3% 8.36
ATR 1.78 1.95 0.16 9.2% 0.00
Volume 99,929 119,064 19,135 19.1% 571,809
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 58.22 56.62 49.10
R3 54.14 52.54 47.98
R2 50.06 50.06 47.61
R1 48.46 48.46 47.23 49.26
PP 45.98 45.98 45.98 46.38
S1 44.38 44.38 46.49 45.18
S2 41.90 41.90 46.11
S3 37.82 40.30 45.74
S4 33.74 36.22 44.62
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 69.63 66.61 51.46
R3 61.27 58.25 49.16
R2 52.91 52.91 48.39
R1 49.89 49.89 47.63 51.40
PP 44.55 44.55 44.55 45.31
S1 41.53 41.53 46.09 43.04
S2 36.19 36.19 45.33
S3 27.83 33.17 44.56
S4 19.47 24.81 42.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.58 39.22 8.36 17.8% 2.70 5.8% 91% True False 114,361
10 47.58 39.22 8.36 17.8% 2.06 4.4% 91% True False 107,885
20 48.69 39.22 9.47 20.2% 1.77 3.8% 81% False False 100,967
40 56.92 39.22 17.70 37.8% 1.75 3.7% 43% False False 82,597
60 63.12 39.22 23.90 51.0% 1.65 3.5% 32% False False 70,866
80 64.39 39.22 25.17 53.7% 1.67 3.6% 30% False False 65,907
100 65.38 39.22 26.16 55.8% 1.65 3.5% 29% False False 64,073
120 65.38 39.22 26.16 55.8% 1.72 3.7% 29% False False 60,805
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 0.33
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 64.92
2.618 58.26
1.618 54.18
1.000 51.66
0.618 50.10
HIGH 47.58
0.618 46.02
0.500 45.54
0.382 45.06
LOW 43.50
0.618 40.98
1.000 39.42
1.618 36.90
2.618 32.82
4.250 26.16
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 46.42 45.85
PP 45.98 44.85
S1 45.54 43.84

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

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