NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 43.58 44.81 1.23 2.8% 46.86
High 45.01 45.34 0.33 0.7% 46.94
Low 43.35 42.69 -0.66 -1.5% 43.70
Close 44.96 43.08 -1.88 -4.2% 43.87
Range 1.66 2.65 0.99 59.6% 3.24
ATR 1.65 1.72 0.07 4.3% 0.00
Volume 491,433 538,005 46,572 9.5% 1,785,244
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.65 50.02 44.54
R3 49.00 47.37 43.81
R2 46.35 46.35 43.57
R1 44.72 44.72 43.32 44.21
PP 43.70 43.70 43.70 43.45
S1 42.07 42.07 42.84 41.56
S2 41.05 41.05 42.59
S3 38.40 39.42 42.35
S4 35.75 36.77 41.62
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 42.69 4.01 9.3% 1.74 4.0% 10% False True 431,562
10 49.52 42.69 6.83 15.9% 1.66 3.8% 6% False True 376,371
20 53.94 42.69 11.25 26.1% 1.58 3.7% 3% False True 321,490
40 62.20 42.69 19.51 45.3% 1.71 4.0% 2% False True 209,470
60 62.51 42.69 19.82 46.0% 1.70 4.0% 2% False True 159,276
80 64.45 42.69 21.76 50.5% 1.69 3.9% 2% False True 129,525
100 64.45 42.69 21.76 50.5% 1.75 4.1% 2% False True 111,196
120 64.45 42.69 21.76 50.5% 1.74 4.0% 2% False True 97,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 56.60
2.618 52.28
1.618 49.63
1.000 47.99
0.618 46.98
HIGH 45.34
0.618 44.33
0.500 44.02
0.382 43.70
LOW 42.69
0.618 41.05
1.000 40.04
1.618 38.40
2.618 35.75
4.250 31.43
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 44.02 44.02
PP 43.70 43.70
S1 43.39 43.39

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

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