NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 43.28 43.84 0.56 1.3% 48.33
High 43.64 47.47 3.83 8.8% 48.59
Low 42.86 43.84 0.98 2.3% 44.03
Close 43.04 47.33 4.29 10.0% 44.46
Range 0.78 3.63 2.85 365.4% 4.56
ATR 1.23 1.46 0.23 18.5% 0.00
Volume 4,124 8,361 4,237 102.7% 38,735
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 57.10 55.85 49.33
R3 53.47 52.22 48.33
R2 49.84 49.84 48.00
R1 48.59 48.59 47.66 49.22
PP 46.21 46.21 46.21 46.53
S1 44.96 44.96 47.00 45.59
S2 42.58 42.58 46.66
S3 38.95 41.33 46.33
S4 35.32 37.70 45.33
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 59.37 56.48 46.97
R3 54.81 51.92 45.71
R2 50.25 50.25 45.30
R1 47.36 47.36 44.88 46.53
PP 45.69 45.69 45.69 45.28
S1 42.80 42.80 44.04 41.97
S2 41.13 41.13 43.62
S3 36.57 38.24 43.21
S4 32.01 33.68 41.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.47 41.93 5.54 11.7% 1.73 3.7% 97% True False 6,743
10 48.72 41.93 6.79 14.3% 1.39 2.9% 80% False False 7,126
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 0.21
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 62.90
2.618 56.97
1.618 53.34
1.000 51.10
0.618 49.71
HIGH 47.47
0.618 46.08
0.500 45.66
0.382 45.23
LOW 43.84
0.618 41.60
1.000 40.21
1.618 37.97
2.618 34.34
4.250 28.41
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 46.77 46.54
PP 46.21 45.76
S1 45.66 44.97

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

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