NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 41.44 45.22 3.78 9.1% 42.42
High 45.38 48.43 3.05 6.7% 48.43
Low 41.44 44.40 2.96 7.1% 39.97
Close 45.17 47.72 2.55 5.6% 47.72
Range 3.94 4.03 0.09 2.3% 8.46
ATR 1.73 1.90 0.16 9.5% 0.00
Volume 37,771 34,872 -2,899 -7.7% 186,346
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 58.94 57.36 49.94
R3 54.91 53.33 48.83
R2 50.88 50.88 48.46
R1 49.30 49.30 48.09 50.09
PP 46.85 46.85 46.85 47.25
S1 45.27 45.27 47.35 46.06
S2 42.82 42.82 46.98
S3 38.79 41.24 46.61
S4 34.76 37.21 45.50
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 70.75 67.70 52.37
R3 62.29 59.24 50.05
R2 53.83 53.83 49.27
R1 50.78 50.78 48.50 52.31
PP 45.37 45.37 45.37 46.14
S1 42.32 42.32 46.94 43.85
S2 36.91 36.91 46.17
S3 28.45 33.86 45.39
S4 19.99 25.40 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.43 39.97 8.46 17.7% 2.68 5.6% 92% True False 37,269
10 48.43 39.97 8.46 17.7% 2.02 4.2% 92% True False 35,856
20 49.37 39.97 9.40 19.7% 1.72 3.6% 82% False False 35,025
40 58.67 39.97 18.70 39.2% 1.71 3.6% 41% False False 26,200
60 63.32 39.97 23.35 48.9% 1.57 3.3% 33% False False 20,569
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 0.35
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 65.56
2.618 58.98
1.618 54.95
1.000 52.46
0.618 50.92
HIGH 48.43
0.618 46.89
0.500 46.42
0.382 45.94
LOW 44.40
0.618 41.91
1.000 40.37
1.618 37.88
2.618 33.85
4.250 27.27
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 47.29 46.70
PP 46.85 45.67
S1 46.42 44.65

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

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