NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 47.82 46.82 -1.00 -2.1% 46.57
High 48.38 47.62 -0.76 -1.6% 50.89
Low 46.83 45.30 -1.53 -3.3% 44.63
Close 47.23 47.24 0.01 0.0% 47.23
Range 1.55 2.32 0.77 49.7% 6.26
ATR 2.44 2.43 -0.01 -0.3% 0.00
Volume 118,785 71,532 -47,253 -39.8% 747,003
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 53.68 52.78 48.52
R3 51.36 50.46 47.88
R2 49.04 49.04 47.67
R1 48.14 48.14 47.45 48.59
PP 46.72 46.72 46.72 46.95
S1 45.82 45.82 47.03 46.27
S2 44.40 44.40 46.81
S3 42.08 43.50 46.60
S4 39.76 41.18 45.96
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 50.22 44.63 5.59 11.8% 2.91 6.2% 47% False False 134,522
10 50.89 39.59 11.30 23.9% 3.10 6.6% 68% False False 127,138
20 50.89 39.22 11.67 24.7% 2.35 5.0% 69% False False 119,778
40 55.30 39.22 16.08 34.0% 1.92 4.1% 50% False False 92,314
60 62.98 39.22 23.76 50.3% 1.85 3.9% 34% False False 79,342
80 63.39 39.22 24.17 51.2% 1.79 3.8% 33% False False 72,066
100 65.38 39.22 26.16 55.4% 1.75 3.7% 31% False False 68,614
120 65.38 39.22 26.16 55.4% 1.78 3.8% 31% False False 65,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.48
2.618 53.69
1.618 51.37
1.000 49.94
0.618 49.05
HIGH 47.62
0.618 46.73
0.500 46.46
0.382 46.19
LOW 45.30
0.618 43.87
1.000 42.98
1.618 41.55
2.618 39.23
4.250 35.44
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 46.98 47.42
PP 46.72 47.36
S1 46.46 47.30

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

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