NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 44.35 46.57 2.22 5.0% 41.71
High 47.58 50.89 3.31 7.0% 47.58
Low 43.50 45.23 1.73 4.0% 39.22
Close 46.86 50.77 3.91 8.3% 46.86
Range 4.08 5.66 1.58 38.7% 8.36
ATR 1.95 2.21 0.27 13.6% 0.00
Volume 119,064 145,924 26,860 22.6% 571,809
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 65.94 64.02 53.88
R3 60.28 58.36 52.33
R2 54.62 54.62 51.81
R1 52.70 52.70 51.29 53.66
PP 48.96 48.96 48.96 49.45
S1 47.04 47.04 50.25 48.00
S2 43.30 43.30 49.73
S3 37.64 41.38 49.21
S4 31.98 35.72 47.66
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 50.89 39.59 11.30 22.3% 3.29 6.5% 99% True False 119,754
10 50.89 39.22 11.67 23.0% 2.53 5.0% 99% True False 113,418
20 50.89 39.22 11.67 23.0% 1.96 3.9% 99% True False 104,700
40 55.70 39.22 16.48 32.5% 1.82 3.6% 70% False False 84,787
60 63.12 39.22 23.90 47.1% 1.71 3.4% 48% False False 72,398
80 64.39 39.22 25.17 49.6% 1.70 3.4% 46% False False 66,753
100 65.38 39.22 26.16 51.5% 1.69 3.3% 44% False False 64,878
120 65.38 39.22 26.16 51.5% 1.75 3.5% 44% False False 61,694
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 0.43
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 74.95
2.618 65.71
1.618 60.05
1.000 56.55
0.618 54.39
HIGH 50.89
0.618 48.73
0.500 48.06
0.382 47.39
LOW 45.23
0.618 41.73
1.000 39.57
1.618 36.07
2.618 30.41
4.250 21.18
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 49.87 49.09
PP 48.96 47.41
S1 48.06 45.73

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

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