NYMEX Light Sweet Crude Oil Future February 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 46.82 48.64 1.82 3.9% 42.71
High 49.29 50.67 1.38 2.8% 49.18
Low 46.10 48.27 2.17 4.7% 40.67
Close 48.88 49.18 0.30 0.6% 48.45
Range 3.19 2.40 -0.79 -24.8% 8.51
ATR 2.38 2.38 0.00 0.1% 0.00
Volume 25,805 21,295 -4,510 -17.5% 95,923
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.57 55.28 50.50
R3 54.17 52.88 49.84
R2 51.77 51.77 49.62
R1 50.48 50.48 49.40 51.13
PP 49.37 49.37 49.37 49.70
S1 48.08 48.08 48.96 48.73
S2 46.97 46.97 48.74
S3 44.57 45.68 48.52
S4 42.17 43.28 47.86
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 71.63 68.55 53.13
R3 63.12 60.04 50.79
R2 54.61 54.61 50.01
R1 51.53 51.53 49.23 53.07
PP 46.10 46.10 46.10 46.87
S1 43.02 43.02 47.67 44.56
S2 37.59 37.59 46.89
S3 29.08 34.51 46.11
S4 20.57 26.00 43.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.47 45.23 7.24 14.7% 3.94 8.0% 55% False False 27,194
10 52.47 40.67 11.80 24.0% 2.90 5.9% 72% False False 22,657
20 52.47 40.67 11.80 24.0% 2.11 4.3% 72% False False 20,150
40 56.31 40.67 15.64 31.8% 1.74 3.5% 54% False False 13,938
60 63.33 40.67 22.66 46.1% 1.62 3.3% 38% False False 10,959
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 0.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.87
2.618 56.95
1.618 54.55
1.000 53.07
0.618 52.15
HIGH 50.67
0.618 49.75
0.500 49.47
0.382 49.19
LOW 48.27
0.618 46.79
1.000 45.87
1.618 44.39
2.618 41.99
4.250 38.07
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 49.47 49.06
PP 49.37 48.95
S1 49.28 48.83

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

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