NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 44.82 43.58 -1.24 -2.8% 46.86
High 45.16 45.01 -0.15 -0.3% 46.94
Low 43.70 43.35 -0.35 -0.8% 43.70
Close 43.87 44.96 1.09 2.5% 43.87
Range 1.46 1.66 0.20 13.7% 3.24
ATR 1.65 1.65 0.00 0.0% 0.00
Volume 400,070 491,433 91,363 22.8% 1,785,244
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.42 48.85 45.87
R3 47.76 47.19 45.42
R2 46.10 46.10 45.26
R1 45.53 45.53 45.11 45.82
PP 44.44 44.44 44.44 44.58
S1 43.87 43.87 44.81 44.16
S2 42.78 42.78 44.66
S3 41.12 42.21 44.50
S4 39.46 40.55 44.05
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.56 52.45 45.65
R3 51.32 49.21 44.76
R2 48.08 48.08 44.46
R1 45.97 45.97 44.17 45.41
PP 44.84 44.84 44.84 44.55
S1 42.73 42.73 43.57 42.17
S2 41.60 41.60 43.28
S3 38.36 39.49 42.98
S4 35.12 36.25 42.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.70 43.35 3.35 7.5% 1.40 3.1% 48% False True 381,118
10 49.52 43.35 6.17 13.7% 1.57 3.5% 26% False True 356,381
20 53.94 43.35 10.59 23.6% 1.57 3.5% 15% False True 304,889
40 62.20 43.35 18.85 41.9% 1.67 3.7% 9% False True 197,489
60 62.51 43.35 19.16 42.6% 1.68 3.7% 8% False True 150,904
80 64.45 43.35 21.10 46.9% 1.67 3.7% 8% False True 123,363
100 64.45 43.35 21.10 46.9% 1.74 3.9% 8% False True 106,221
120 64.45 43.35 21.10 46.9% 1.74 3.9% 8% False True 93,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.07
2.618 49.36
1.618 47.70
1.000 46.67
0.618 46.04
HIGH 45.01
0.618 44.38
0.500 44.18
0.382 43.98
LOW 43.35
0.618 42.32
1.000 41.69
1.618 40.66
2.618 39.00
4.250 36.30
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 44.70 44.74
PP 44.44 44.53
S1 44.18 44.31

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

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