NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 41.60 41.44 -0.16 -0.4% 45.83
High 41.88 45.38 3.50 8.4% 46.13
Low 40.86 41.44 0.58 1.4% 42.13
Close 41.01 45.17 4.16 10.1% 42.63
Range 1.02 3.94 2.92 286.3% 4.00
ATR 1.53 1.73 0.20 13.2% 0.00
Volume 38,521 37,771 -750 -1.9% 172,218
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.82 54.43 47.34
R3 51.88 50.49 46.25
R2 47.94 47.94 45.89
R1 46.55 46.55 45.53 47.25
PP 44.00 44.00 44.00 44.34
S1 42.61 42.61 44.81 43.31
S2 40.06 40.06 44.45
S3 36.12 38.67 44.09
S4 32.18 34.73 43.00
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.63 53.13 44.83
R3 51.63 49.13 43.73
R2 47.63 47.63 43.36
R1 45.13 45.13 43.00 44.38
PP 43.63 43.63 43.63 43.26
S1 41.13 41.13 42.26 40.38
S2 39.63 39.63 41.90
S3 35.63 37.13 41.53
S4 31.63 33.13 40.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.38 39.97 5.41 12.0% 2.15 4.8% 96% True False 36,834
10 46.46 39.97 6.49 14.4% 1.73 3.8% 80% False False 35,067
20 50.95 39.97 10.98 24.3% 1.61 3.6% 47% False False 34,649
40 59.75 39.97 19.78 43.8% 1.64 3.6% 26% False False 25,665
60 63.32 39.97 23.35 51.7% 1.52 3.4% 22% False False 20,092
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 0.28
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 62.13
2.618 55.69
1.618 51.75
1.000 49.32
0.618 47.81
HIGH 45.38
0.618 43.87
0.500 43.41
0.382 42.95
LOW 41.44
0.618 39.01
1.000 37.50
1.618 35.07
2.618 31.13
4.250 24.70
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 44.58 44.38
PP 44.00 43.59
S1 43.41 42.81

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

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