NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 49.68 48.56 -1.12 -2.3% 48.25
High 49.89 49.36 -0.53 -1.1% 53.08
Low 48.73 47.23 -1.50 -3.1% 46.74
Close 49.01 49.16 0.15 0.3% 49.01
Range 1.16 2.13 0.97 83.6% 6.34
ATR 2.28 2.27 -0.01 -0.5% 0.00
Volume 16,184 14,210 -1,974 -12.2% 146,705
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.97 54.20 50.33
R3 52.84 52.07 49.75
R2 50.71 50.71 49.55
R1 49.94 49.94 49.36 50.33
PP 48.58 48.58 48.58 48.78
S1 47.81 47.81 48.96 48.20
S2 46.45 46.45 48.77
S3 44.32 45.68 48.57
S4 42.19 43.55 47.99
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 52.19 46.74 5.45 11.1% 2.66 5.4% 44% False False 24,324
10 53.08 41.57 11.51 23.4% 2.90 5.9% 66% False False 25,539
20 53.08 41.25 11.83 24.1% 2.17 4.4% 67% False False 25,042
40 56.44 41.25 15.19 30.9% 1.72 3.5% 52% False False 18,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.41
2.618 54.94
1.618 52.81
1.000 51.49
0.618 50.68
HIGH 49.36
0.618 48.55
0.500 48.30
0.382 48.04
LOW 47.23
0.618 45.91
1.000 45.10
1.618 43.78
2.618 41.65
4.250 38.18
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 48.87 49.20
PP 48.58 49.18
S1 48.30 49.17

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

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