NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 47.81 48.52 0.71 1.5% 47.50
High 50.15 49.00 -1.15 -2.3% 51.74
Low 47.70 47.43 -0.27 -0.6% 45.39
Close 48.57 47.86 -0.71 -1.5% 47.86
Range 2.45 1.57 -0.88 -35.9% 6.35
ATR 2.46 2.39 -0.06 -2.6% 0.00
Volume 38,127 21,088 -17,039 -44.7% 238,242
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.81 51.90 48.72
R3 51.24 50.33 48.29
R2 49.67 49.67 48.15
R1 48.76 48.76 48.00 48.43
PP 48.10 48.10 48.10 47.93
S1 47.19 47.19 47.72 46.86
S2 46.53 46.53 47.57
S3 44.96 45.62 47.43
S4 43.39 44.05 47.00
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 67.38 63.97 51.35
R3 61.03 57.62 49.61
R2 54.68 54.68 49.02
R1 51.27 51.27 48.44 52.98
PP 48.33 48.33 48.33 49.18
S1 44.92 44.92 47.28 46.63
S2 41.98 41.98 46.70
S3 35.63 38.57 46.11
S4 29.28 32.22 44.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.74 45.39 6.35 13.3% 3.53 7.4% 39% False False 47,648
10 51.74 39.97 11.77 24.6% 3.10 6.5% 67% False False 42,458
20 51.74 39.97 11.77 24.6% 2.28 4.8% 67% False False 40,749
40 55.70 39.97 15.73 32.9% 1.84 3.8% 50% False False 30,050
60 63.15 39.97 23.18 48.4% 1.75 3.7% 34% False False 23,652
80 63.90 39.97 23.93 50.0% 1.68 3.5% 33% False False 19,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.52
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.67
2.618 53.11
1.618 51.54
1.000 50.57
0.618 49.97
HIGH 49.00
0.618 48.40
0.500 48.22
0.382 48.03
LOW 47.43
0.618 46.46
1.000 45.86
1.618 44.89
2.618 43.32
4.250 40.76
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 48.22 47.83
PP 48.10 47.80
S1 47.98 47.77

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

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