NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 45.22 47.50 2.28 5.0% 42.42
High 48.43 51.74 3.31 6.8% 48.43
Low 44.40 46.11 1.71 3.9% 39.97
Close 47.72 51.63 3.91 8.2% 47.72
Range 4.03 5.63 1.60 39.7% 8.46
ATR 1.90 2.16 0.27 14.0% 0.00
Volume 34,872 58,686 23,814 68.3% 186,346
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 66.72 64.80 54.73
R3 61.09 59.17 53.18
R2 55.46 55.46 52.66
R1 53.54 53.54 52.15 54.50
PP 49.83 49.83 49.83 50.31
S1 47.91 47.91 51.11 48.87
S2 44.20 44.20 50.60
S3 38.57 42.28 50.08
S4 32.94 36.65 48.53
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 51.74 40.23 11.51 22.3% 3.26 6.3% 99% True False 42,170
10 51.74 39.97 11.77 22.8% 2.49 4.8% 99% True False 38,874
20 51.74 39.97 11.77 22.8% 1.91 3.7% 99% True False 36,998
40 56.10 39.97 16.13 31.2% 1.74 3.4% 72% False False 27,162
60 63.32 39.97 23.35 45.2% 1.63 3.1% 50% False False 21,362
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 0.46
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 75.67
2.618 66.48
1.618 60.85
1.000 57.37
0.618 55.22
HIGH 51.74
0.618 49.59
0.500 48.93
0.382 48.26
LOW 46.11
0.618 42.63
1.000 40.48
1.618 37.00
2.618 31.37
4.250 22.18
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 50.73 49.95
PP 49.83 48.27
S1 48.93 46.59

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

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