NYMEX Light Sweet Crude Oil Future March 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 51.15 47.72 -3.43 -6.7% 43.82
High 52.19 49.84 -2.35 -4.5% 49.82
Low 47.50 46.74 -0.76 -1.6% 41.25
Close 48.61 49.48 0.87 1.8% 49.06
Range 4.69 3.10 -1.59 -33.9% 8.57
ATR 2.32 2.38 0.06 2.4% 0.00
Volume 34,666 26,820 -7,846 -22.6% 123,357
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.99 56.83 51.19
R3 54.89 53.73 50.33
R2 51.79 51.79 50.05
R1 50.63 50.63 49.76 51.21
PP 48.69 48.69 48.69 48.98
S1 47.53 47.53 49.20 48.11
S2 45.59 45.59 48.91
S3 42.49 44.43 48.63
S4 39.39 41.33 47.78
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 43.00 10.08 20.4% 4.21 8.5% 64% False False 31,911
10 53.08 41.25 11.83 23.9% 2.88 5.8% 70% False False 28,461
20 53.08 41.25 11.83 23.9% 2.09 4.2% 70% False False 24,697
40 56.63 41.25 15.38 31.1% 1.70 3.4% 54% False False 17,730
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 63.02
2.618 57.96
1.618 54.86
1.000 52.94
0.618 51.76
HIGH 49.84
0.618 48.66
0.500 48.29
0.382 47.92
LOW 46.74
0.618 44.82
1.000 43.64
1.618 41.72
2.618 38.62
4.250 33.57
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 49.08 49.91
PP 48.69 49.77
S1 48.29 49.62

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

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