NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 45.59 47.34 1.75 3.8% 41.71
High 48.00 49.53 1.53 3.2% 47.58
Low 44.63 46.94 2.31 5.2% 39.22
Close 47.52 47.92 0.40 0.8% 46.86
Range 3.37 2.59 -0.78 -23.1% 8.36
ATR 2.50 2.50 0.01 0.3% 0.00
Volume 169,293 142,811 -26,482 -15.6% 571,809
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.90 54.50 49.34
R3 53.31 51.91 48.63
R2 50.72 50.72 48.39
R1 49.32 49.32 48.16 50.02
PP 48.13 48.13 48.13 48.48
S1 46.73 46.73 47.68 47.43
S2 45.54 45.54 47.45
S3 42.95 44.14 47.21
S4 40.36 41.55 46.50
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 43.50 7.39 15.4% 4.09 8.5% 60% False False 149,456
10 50.89 39.22 11.67 24.4% 3.13 6.5% 75% False False 133,601
20 50.89 39.22 11.67 24.4% 2.32 4.8% 75% False False 118,593
40 55.70 39.22 16.48 34.4% 1.92 4.0% 53% False False 90,629
60 62.98 39.22 23.76 49.6% 1.81 3.8% 37% False False 77,859
80 64.39 39.22 25.17 52.5% 1.78 3.7% 35% False False 71,006
100 65.38 39.22 26.16 54.6% 1.76 3.7% 33% False False 68,290
120 65.38 39.22 26.16 54.6% 1.79 3.7% 33% False False 64,584
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 0.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.54
2.618 56.31
1.618 53.72
1.000 52.12
0.618 51.13
HIGH 49.53
0.618 48.54
0.500 48.24
0.382 47.93
LOW 46.94
0.618 45.34
1.000 44.35
1.618 42.75
2.618 40.16
4.250 35.93
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 48.24 47.76
PP 48.13 47.59
S1 48.03 47.43

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

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