NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 41.88 42.41 0.53 1.3% 43.58
High 42.90 42.68 -0.22 -0.5% 45.34
Low 41.43 40.40 -1.03 -2.5% 41.35
Close 42.62 40.80 -1.82 -4.3% 42.50
Range 1.47 2.28 0.81 55.1% 3.99
ATR 1.62 1.67 0.05 2.9% 0.00
Volume 200,185 107,578 -92,607 -46.3% 2,259,066
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.13 46.75 42.05
R3 45.85 44.47 41.43
R2 43.57 43.57 41.22
R1 42.19 42.19 41.01 41.74
PP 41.29 41.29 41.29 41.07
S1 39.91 39.91 40.59 39.46
S2 39.01 39.01 40.38
S3 36.73 37.63 40.17
S4 34.45 35.35 39.55
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.03 52.76 44.69
R3 51.04 48.77 43.60
R2 47.05 47.05 43.23
R1 44.78 44.78 42.87 43.92
PP 43.06 43.06 43.06 42.64
S1 40.79 40.79 42.13 39.93
S2 39.07 39.07 41.77
S3 35.08 36.80 41.40
S4 31.09 32.81 40.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.72 40.40 3.32 8.1% 1.64 4.0% 12% False True 271,879
10 45.34 40.40 4.94 12.1% 1.61 4.0% 8% False True 364,215
20 49.63 40.40 9.23 22.6% 1.58 3.9% 4% False True 341,069
40 61.87 40.40 21.47 52.6% 1.69 4.2% 2% False True 245,397
60 62.51 40.40 22.11 54.2% 1.68 4.1% 2% False True 186,556
80 64.45 40.40 24.05 58.9% 1.68 4.1% 2% False True 149,451
100 64.45 40.40 24.05 58.9% 1.71 4.2% 2% False True 127,845
120 64.45 40.40 24.05 58.9% 1.73 4.3% 2% False True 111,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.37
2.618 48.65
1.618 46.37
1.000 44.96
0.618 44.09
HIGH 42.68
0.618 41.81
0.500 41.54
0.382 41.27
LOW 40.40
0.618 38.99
1.000 38.12
1.618 36.71
2.618 34.43
4.250 30.71
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 41.54 41.65
PP 41.29 41.37
S1 41.05 41.08

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

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