NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	46.62	48.25	1.63	3.5%	43.82
High	49.82	53.08	3.26	6.5%	49.82
Low	45.92	47.58	1.66	3.6%	41.25
Close	49.06	52.98	3.92	8.0%	49.06
Range	3.90	5.50	1.60	41.0%	8.57
ATR	1.82	2.08	0.26	14.5%	0.00
Volume	31,025	39,292	8,267	26.6%	123,357

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.71	65.85	56.01
R3	62.21	60.35	54.49
R2	56.71	56.71	53.99
R1	54.85	54.85	53.48	55.78
PP	51.21	51.21	51.21	51.68
S1	49.35	49.35	52.48	50.28
S2	45.71	45.71	51.97
S3	40.21	43.85	51.47
S4	34.71	38.35	49.96

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.42	69.31	53.77
R3	63.85	60.74	51.42
R2	55.28	55.28	50.63
R1	52.17	52.17	49.85	53.73
PP	46.71	46.71	46.71	47.49
S1	43.60	43.60	48.27	45.16
S2	38.14	38.14	47.49
S3	29.57	35.03	46.70
S4	21.00	26.46	44.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.08	41.57	11.51	21.7%	3.13	5.9%	99%	True	False	26,754
10	53.08	41.25	11.83	22.3%	2.40	4.5%	99%	True	False	27,216
20	53.08	41.25	11.83	22.3%	1.82	3.4%	99%	True	False	22,914

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	0.29
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	76.46
2.618	67.48
1.618	61.98
1.000	58.58
0.618	56.48
HIGH	53.08
0.618	50.98
0.500	50.33
0.382	49.68
LOW	47.58
0.618	44.18
1.000	42.08
1.618	38.68
2.618	33.18
4.250	24.21

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	52.10	51.33
PP	51.21	49.69
S1	50.33	48.04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols