NYMEX Light Sweet Crude Oil Future October 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 45.24 44.27 -0.97 -2.1% 47.28
High 45.57 45.69 0.12 0.3% 47.32
Low 44.20 43.84 -0.36 -0.8% 44.20
Close 44.36 45.66 1.30 2.9% 44.36
Range 1.37 1.85 0.48 35.0% 3.12
ATR 1.61 1.63 0.02 1.0% 0.00
Volume 184,851 257,563 72,712 39.3% 614,846
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.61 49.99 46.68
R3 48.76 48.14 46.17
R2 46.91 46.91 46.00
R1 46.29 46.29 45.83 46.60
PP 45.06 45.06 45.06 45.22
S1 44.44 44.44 45.49 44.75
S2 43.21 43.21 45.32
S3 41.36 42.59 45.15
S4 39.51 40.74 44.64
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.65 52.63 46.08
R3 51.53 49.51 45.22
R2 48.41 48.41 44.93
R1 46.39 46.39 44.65 45.84
PP 45.29 45.29 45.29 45.02
S1 43.27 43.27 44.07 42.72
S2 42.17 42.17 43.79
S3 39.05 40.15 43.50
S4 35.93 37.03 42.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.07 43.84 3.23 7.1% 1.40 3.1% 56% False True 160,219
10 49.91 43.84 6.07 13.3% 1.56 3.4% 30% False True 110,258
20 54.28 43.84 10.44 22.9% 1.54 3.4% 17% False True 80,318
40 62.41 43.84 18.57 40.7% 1.63 3.6% 10% False True 56,672
60 62.73 43.84 18.89 41.4% 1.64 3.6% 10% False True 46,301
80 64.74 43.84 20.90 45.8% 1.62 3.5% 9% False True 39,715
100 64.74 43.84 20.90 45.8% 1.64 3.6% 9% False True 34,798
120 64.74 43.84 20.90 45.8% 1.64 3.6% 9% False True 30,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.55
2.618 50.53
1.618 48.68
1.000 47.54
0.618 46.83
HIGH 45.69
0.618 44.98
0.500 44.77
0.382 44.55
LOW 43.84
0.618 42.70
1.000 41.99
1.618 40.85
2.618 39.00
4.250 35.98
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 45.36 45.36
PP 45.06 45.06
S1 44.77 44.77

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

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