NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 42.41 40.58 -1.83 -4.3% 43.58
High 42.68 41.48 -1.20 -2.8% 45.34
Low 40.40 40.21 -0.19 -0.5% 41.35
Close 40.80 41.14 0.34 0.8% 42.50
Range 2.28 1.27 -1.01 -44.3% 3.99
ATR 1.67 1.64 -0.03 -1.7% 0.00
Volume 107,578 19,143 -88,435 -82.2% 2,259,066
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 44.75 44.22 41.84
R3 43.48 42.95 41.49
R2 42.21 42.21 41.37
R1 41.68 41.68 41.26 41.95
PP 40.94 40.94 40.94 41.08
S1 40.41 40.41 41.02 40.68
S2 39.67 39.67 40.91
S3 38.40 39.14 40.79
S4 37.13 37.87 40.44
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 42.96 40.21 2.75 6.7% 1.54 3.7% 34% False True 191,678
10 45.34 40.21 5.13 12.5% 1.63 4.0% 18% False True 330,031
20 49.52 40.21 9.31 22.6% 1.58 3.8% 10% False True 326,223
40 60.76 40.21 20.55 50.0% 1.68 4.1% 5% False True 244,008
60 62.51 40.21 22.30 54.2% 1.67 4.1% 4% False True 186,313
80 64.45 40.21 24.24 58.9% 1.68 4.1% 4% False True 149,312
100 64.45 40.21 24.24 58.9% 1.71 4.2% 4% False True 127,821
120 64.45 40.21 24.24 58.9% 1.73 4.2% 4% False True 111,557
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.88
2.618 44.80
1.618 43.53
1.000 42.75
0.618 42.26
HIGH 41.48
0.618 40.99
0.500 40.85
0.382 40.70
LOW 40.21
0.618 39.43
1.000 38.94
1.618 38.16
2.618 36.89
4.250 34.81
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 41.04 41.56
PP 40.94 41.42
S1 40.85 41.28

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

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