NYMEX Light Sweet Crude Oil Future December 2015


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 40.96 40.57 -0.39 -1.0% 44.93
High 41.19 44.52 3.33 8.1% 45.27
Low 40.10 40.57 0.47 1.2% 41.38
Close 40.20 44.28 4.08 10.1% 41.91
Range 1.09 3.95 2.86 262.4% 3.89
ATR 1.59 1.78 0.20 12.3% 0.00
Volume 107,908 99,929 -7,979 -7.4% 507,046
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.97 53.58 46.45
R3 51.02 49.63 45.37
R2 47.07 47.07 45.00
R1 45.68 45.68 44.64 46.38
PP 43.12 43.12 43.12 43.47
S1 41.73 41.73 43.92 42.43
S2 39.17 39.17 43.56
S3 35.22 37.78 43.19
S4 31.27 33.83 42.11
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.52 52.11 44.05
R3 50.63 48.22 42.98
R2 46.74 46.74 42.62
R1 44.33 44.33 42.27 43.59
PP 42.85 42.85 42.85 42.49
S1 40.44 40.44 41.55 39.70
S2 38.96 38.96 41.20
S3 35.07 36.55 40.84
S4 31.18 32.66 39.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.52 39.22 5.30 12.0% 2.17 4.9% 95% True False 117,746
10 45.58 39.22 6.36 14.4% 1.77 4.0% 80% False False 108,797
20 50.33 39.22 11.11 25.1% 1.66 3.7% 46% False False 97,572
40 59.42 39.22 20.20 45.6% 1.68 3.8% 25% False False 81,618
60 63.12 39.22 23.90 54.0% 1.62 3.7% 21% False False 69,785
80 65.38 39.22 26.16 59.1% 1.64 3.7% 19% False False 65,334
100 65.38 39.22 26.16 59.1% 1.63 3.7% 19% False False 63,743
120 65.38 39.22 26.16 59.1% 1.70 3.8% 19% False False 60,106
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 0.28
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 61.31
2.618 54.86
1.618 50.91
1.000 48.47
0.618 46.96
HIGH 44.52
0.618 43.01
0.500 42.55
0.382 42.08
LOW 40.57
0.618 38.13
1.000 36.62
1.618 34.18
2.618 30.23
4.250 23.78
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 43.70 43.54
PP 43.12 42.80
S1 42.55 42.06

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

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