NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 47.34 47.82 0.48 1.0% 46.57
High 49.53 48.38 -1.15 -2.3% 50.89
Low 46.94 46.83 -0.11 -0.2% 44.63
Close 47.92 47.23 -0.69 -1.4% 47.23
Range 2.59 1.55 -1.04 -40.2% 6.26
ATR 2.50 2.44 -0.07 -2.7% 0.00
Volume 142,811 118,785 -24,026 -16.8% 747,003
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.13 51.23 48.08
R3 50.58 49.68 47.66
R2 49.03 49.03 47.51
R1 48.13 48.13 47.37 47.81
PP 47.48 47.48 47.48 47.32
S1 46.58 46.58 47.09 46.26
S2 45.93 45.93 46.95
S3 44.38 45.03 46.80
S4 42.83 43.48 46.38
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 66.36 63.06 50.67
R3 60.10 56.80 48.95
R2 53.84 53.84 48.38
R1 50.54 50.54 47.80 52.19
PP 47.58 47.58 47.58 48.41
S1 44.28 44.28 46.66 45.93
S2 41.32 41.32 46.08
S3 35.06 38.02 45.51
S4 28.80 31.76 43.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.89 44.63 6.26 13.3% 3.58 7.6% 42% False False 149,400
10 50.89 39.22 11.67 24.7% 3.14 6.7% 69% False False 131,881
20 50.89 39.22 11.67 24.7% 2.33 4.9% 69% False False 119,430
40 55.30 39.22 16.08 34.0% 1.91 4.0% 50% False False 91,970
60 62.98 39.22 23.76 50.3% 1.82 3.9% 34% False False 78,792
80 63.65 39.22 24.43 51.7% 1.78 3.8% 33% False False 71,920
100 65.38 39.22 26.16 55.4% 1.74 3.7% 31% False False 68,946
120 65.38 39.22 26.16 55.4% 1.79 3.8% 31% False False 65,253
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.50
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.97
2.618 52.44
1.618 50.89
1.000 49.93
0.618 49.34
HIGH 48.38
0.618 47.79
0.500 47.61
0.382 47.42
LOW 46.83
0.618 45.87
1.000 45.28
1.618 44.32
2.618 42.77
4.250 40.24
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 47.61 47.18
PP 47.48 47.13
S1 47.36 47.08

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

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