NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 46.28 47.81 1.53 3.3% 42.42
High 48.64 50.15 1.51 3.1% 48.43
Low 45.39 47.70 2.31 5.1% 39.97
Close 48.22 48.57 0.35 0.7% 47.72
Range 3.25 2.45 -0.80 -24.6% 8.46
ATR 2.46 2.46 0.00 0.0% 0.00
Volume 59,237 38,127 -21,110 -35.6% 186,346
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.16 54.81 49.92
R3 53.71 52.36 49.24
R2 51.26 51.26 49.02
R1 49.91 49.91 48.79 50.59
PP 48.81 48.81 48.81 49.14
S1 47.46 47.46 48.35 48.14
S2 46.36 46.36 48.12
S3 43.91 45.01 47.90
S4 41.46 42.56 47.22
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 70.75 67.70 52.37
R3 62.29 59.24 50.05
R2 53.83 53.83 49.27
R1 50.78 50.78 48.50 52.31
PP 45.37 45.37 45.37 46.14
S1 42.32 42.32 46.94 43.85
S2 36.91 36.91 46.17
S3 28.45 33.86 45.39
S4 19.99 25.40 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.74 44.40 7.34 15.1% 4.02 8.3% 57% False False 50,405
10 51.74 39.97 11.77 24.2% 3.09 6.4% 73% False False 43,620
20 51.74 39.97 11.77 24.2% 2.26 4.7% 73% False False 40,792
40 56.10 39.97 16.13 33.2% 1.84 3.8% 53% False False 29,957
60 63.15 39.97 23.18 47.7% 1.74 3.6% 37% False False 23,481
80 64.61 39.97 24.64 50.7% 1.67 3.4% 35% False False 19,817
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 0.49
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.56
2.618 56.56
1.618 54.11
1.000 52.60
0.618 51.66
HIGH 50.15
0.618 49.21
0.500 48.93
0.382 48.64
LOW 47.70
0.618 46.19
1.000 45.25
1.618 43.74
2.618 41.29
4.250 37.29
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 48.93 48.44
PP 48.81 48.30
S1 48.69 48.17

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

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