NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 47.50 50.61 3.11 6.5% 42.71
High 52.47 51.56 -0.91 -1.7% 49.18
Low 46.94 46.92 -0.02 0.0% 40.67
Close 52.38 48.05 -4.33 -8.3% 48.45
Range 5.53 4.64 -0.89 -16.1% 8.51
ATR 2.07 2.32 0.24 11.7% 0.00
Volume 38,686 30,608 -8,078 -20.9% 95,923
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 62.76 60.05 50.60
R3 58.12 55.41 49.33
R2 53.48 53.48 48.90
R1 50.77 50.77 48.48 49.81
PP 48.84 48.84 48.84 48.36
S1 46.13 46.13 47.62 45.17
S2 44.20 44.20 47.20
S3 39.56 41.49 46.77
S4 34.92 36.85 45.50
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 71.63 68.55 53.13
R3 63.12 60.04 50.79
R2 54.61 54.61 50.01
R1 51.53 51.53 49.23 53.07
PP 46.10 46.10 46.10 46.87
S1 43.02 43.02 47.67 44.56
S2 37.59 37.59 46.89
S3 29.08 34.51 46.11
S4 20.57 26.00 43.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.47 41.56 10.91 22.7% 3.79 7.9% 59% False False 26,289
10 52.47 40.67 11.80 24.6% 2.69 5.6% 63% False False 22,054
20 52.47 40.67 11.80 24.6% 1.96 4.1% 63% False False 18,791
40 56.31 40.67 15.64 32.5% 1.67 3.5% 47% False False 13,055
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.28
2.618 63.71
1.618 59.07
1.000 56.20
0.618 54.43
HIGH 51.56
0.618 49.79
0.500 49.24
0.382 48.69
LOW 46.92
0.618 44.05
1.000 42.28
1.618 39.41
2.618 34.77
4.250 27.20
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 49.24 48.85
PP 48.84 48.58
S1 48.45 48.32

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

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