NYMEX Light Sweet Crude Oil Future March 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 43.00 46.62 3.62 8.4% 43.82
High 46.87 49.82 2.95 6.3% 49.82
Low 43.00 45.92 2.92 6.8% 41.25
Close 46.67 49.06 2.39 5.1% 49.06
Range 3.87 3.90 0.03 0.8% 8.57
ATR 1.66 1.82 0.16 9.7% 0.00
Volume 27,755 31,025 3,270 11.8% 123,357
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 59.97 58.41 51.21
R3 56.07 54.51 50.13
R2 52.17 52.17 49.78
R1 50.61 50.61 49.42 51.39
PP 48.27 48.27 48.27 48.66
S1 46.71 46.71 48.70 47.49
S2 44.37 44.37 48.35
S3 40.47 42.81 47.99
S4 36.57 38.91 46.92
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 72.42 69.31 53.77
R3 63.85 60.74 51.42
R2 55.28 55.28 50.63
R1 52.17 52.17 49.85 53.73
PP 46.71 46.71 46.71 47.49
S1 43.60 43.60 48.27 45.16
S2 38.14 38.14 47.49
S3 29.57 35.03 46.70
S4 21.00 26.46 44.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.82 41.25 8.57 17.5% 2.56 5.2% 91% True False 24,671
10 49.82 41.25 8.57 17.5% 1.94 4.0% 91% True False 24,842
20 50.65 41.25 9.40 19.2% 1.64 3.3% 83% False False 21,629
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 0.24
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 66.40
2.618 60.03
1.618 56.13
1.000 53.72
0.618 52.23
HIGH 49.82
0.618 48.33
0.500 47.87
0.382 47.41
LOW 45.92
0.618 43.51
1.000 42.02
1.618 39.61
2.618 35.71
4.250 29.35
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 48.66 48.05
PP 48.27 47.05
S1 47.87 46.04

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

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