NYMEX Light Sweet Crude Oil Future March 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 48.25 51.15 2.90 6.0% 43.82
High 53.08 52.19 -0.89 -1.7% 49.82
Low 47.58 47.50 -0.08 -0.2% 41.25
Close 52.98 48.61 -4.37 -8.2% 49.06
Range 5.50 4.69 -0.81 -14.7% 8.57
ATR 2.08 2.32 0.24 11.7% 0.00
Volume 39,292 34,666 -4,626 -11.8% 123,357
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 63.50 60.75 51.19
R3 58.81 56.06 49.90
R2 54.12 54.12 49.47
R1 51.37 51.37 49.04 50.40
PP 49.43 49.43 49.43 48.95
S1 46.68 46.68 48.18 45.71
S2 44.74 44.74 47.75
S3 40.05 41.99 47.32
S4 35.36 37.30 46.03
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 53.08 42.26 10.82 22.3% 3.76 7.7% 59% False False 30,175
10 53.08 41.25 11.83 24.3% 2.79 5.7% 62% False False 28,536
20 53.08 41.25 11.83 24.3% 2.01 4.1% 62% False False 24,114
40 56.63 41.25 15.38 31.6% 1.66 3.4% 48% False False 17,379
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.12
2.618 64.47
1.618 59.78
1.000 56.88
0.618 55.09
HIGH 52.19
0.618 50.40
0.500 49.85
0.382 49.29
LOW 47.50
0.618 44.60
1.000 42.81
1.618 39.91
2.618 35.22
4.250 27.57
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 49.85 49.50
PP 49.43 49.20
S1 49.02 48.91

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

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