NYMEX Light Sweet Crude Oil Future March 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 49.15 49.68 0.53 1.1% 48.25
High 51.16 49.89 -1.27 -2.5% 53.08
Low 48.94 48.73 -0.21 -0.4% 46.74
Close 49.74 49.01 -0.73 -1.5% 49.01
Range 2.22 1.16 -1.06 -47.7% 6.34
ATR 2.37 2.28 -0.09 -3.6% 0.00
Volume 29,743 16,184 -13,559 -45.6% 146,705
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.69 52.01 49.65
R3 51.53 50.85 49.33
R2 50.37 50.37 49.22
R1 49.69 49.69 49.12 49.45
PP 49.21 49.21 49.21 49.09
S1 48.53 48.53 48.90 48.29
S2 48.05 48.05 48.80
S3 46.89 47.37 48.69
S4 45.73 46.21 48.37
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 68.63 65.16 52.50
R3 62.29 58.82 50.75
R2 55.95 55.95 50.17
R1 52.48 52.48 49.59 54.22
PP 49.61 49.61 49.61 50.48
S1 46.14 46.14 48.43 47.88
S2 43.27 43.27 47.85
S3 36.93 39.80 47.27
S4 30.59 33.46 45.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.08 46.74 6.34 12.9% 3.33 6.8% 36% False False 29,341
10 53.08 41.25 11.83 24.1% 2.95 6.0% 66% False False 27,006
20 53.08 41.25 11.83 24.1% 2.16 4.4% 66% False False 25,405
40 56.44 41.25 15.19 31.0% 1.71 3.5% 51% False False 18,418
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 0.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.82
2.618 52.93
1.618 51.77
1.000 51.05
0.618 50.61
HIGH 49.89
0.618 49.45
0.500 49.31
0.382 49.17
LOW 48.73
0.618 48.01
1.000 47.57
1.618 46.85
2.618 45.69
4.250 43.80
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 49.31 48.99
PP 49.21 48.97
S1 49.11 48.95

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

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