NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 50.18 46.28 -3.90 -7.8% 42.42
High 50.95 48.64 -2.31 -4.5% 48.43
Low 46.20 45.39 -0.81 -1.8% 39.97
Close 47.40 48.22 0.82 1.7% 47.72
Range 4.75 3.25 -1.50 -31.6% 8.46
ATR 2.40 2.46 0.06 2.5% 0.00
Volume 61,104 59,237 -1,867 -3.1% 186,346
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.17 55.94 50.01
R3 53.92 52.69 49.11
R2 50.67 50.67 48.82
R1 49.44 49.44 48.52 50.06
PP 47.42 47.42 47.42 47.72
S1 46.19 46.19 47.92 46.81
S2 44.17 44.17 47.62
S3 40.92 42.94 47.33
S4 37.67 39.69 46.43
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 41.44 10.30 21.4% 4.32 9.0% 66% False False 50,334
10 51.74 39.97 11.77 24.4% 2.97 6.2% 70% False False 44,737
20 51.74 39.97 11.77 24.4% 2.19 4.5% 70% False False 40,977
40 56.10 39.97 16.13 33.5% 1.83 3.8% 51% False False 29,309
60 63.32 39.97 23.35 48.4% 1.72 3.6% 35% False False 23,060
80 64.61 39.97 24.64 51.1% 1.66 3.4% 33% False False 19,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.45
2.618 57.15
1.618 53.90
1.000 51.89
0.618 50.65
HIGH 48.64
0.618 47.40
0.500 47.02
0.382 46.63
LOW 45.39
0.618 43.38
1.000 42.14
1.618 40.13
2.618 36.88
4.250 31.58
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 47.82 48.57
PP 47.42 48.45
S1 47.02 48.34

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

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