NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 49.85 45.59 -4.26 -8.5% 41.71
High 50.22 48.00 -2.22 -4.4% 47.58
Low 45.48 44.63 -0.85 -1.9% 39.22
Close 46.69 47.52 0.83 1.8% 46.86
Range 4.74 3.37 -1.37 -28.9% 8.36
ATR 2.43 2.50 0.07 2.8% 0.00
Volume 170,190 169,293 -897 -0.5% 571,809
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.83 55.54 49.37
R3 53.46 52.17 48.45
R2 50.09 50.09 48.14
R1 48.80 48.80 47.83 49.45
PP 46.72 46.72 46.72 47.04
S1 45.43 45.43 47.21 46.08
S2 43.35 43.35 46.90
S3 39.98 42.06 46.59
S4 36.61 38.69 45.67
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 40.57 10.32 21.7% 4.36 9.2% 67% False False 140,880
10 50.89 39.22 11.67 24.6% 3.00 6.3% 71% False False 130,802
20 50.89 39.22 11.67 24.6% 2.23 4.7% 71% False False 115,177
40 55.70 39.22 16.48 34.7% 1.90 4.0% 50% False False 89,161
60 63.12 39.22 23.90 50.3% 1.79 3.8% 35% False False 76,297
80 64.39 39.22 25.17 53.0% 1.77 3.7% 33% False False 69,671
100 65.38 39.22 26.16 55.1% 1.74 3.7% 32% False False 67,281
120 65.38 39.22 26.16 55.1% 1.79 3.8% 32% False False 63,734
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.32
2.618 56.82
1.618 53.45
1.000 51.37
0.618 50.08
HIGH 48.00
0.618 46.71
0.500 46.32
0.382 45.92
LOW 44.63
0.618 42.55
1.000 41.26
1.618 39.18
2.618 35.81
4.250 30.31
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 47.12 47.76
PP 46.72 47.68
S1 46.32 47.60

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

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