NYMEX Light Sweet Crude Oil Future October 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 44.27 45.51 1.24 2.8% 47.28
High 45.69 46.01 0.32 0.7% 47.32
Low 43.84 43.53 -0.31 -0.7% 44.20
Close 45.66 43.87 -1.79 -3.9% 44.36
Range 1.85 2.48 0.63 34.1% 3.12
ATR 1.63 1.69 0.06 3.7% 0.00
Volume 257,563 293,755 36,192 14.1% 614,846
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.91 50.37 45.23
R3 49.43 47.89 44.55
R2 46.95 46.95 44.32
R1 45.41 45.41 44.10 44.94
PP 44.47 44.47 44.47 44.24
S1 42.93 42.93 43.64 42.46
S2 41.99 41.99 43.42
S3 39.51 40.45 43.19
S4 37.03 37.97 42.51
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 43.53 3.54 8.1% 1.72 3.9% 10% False True 200,741
10 49.91 43.53 6.38 14.5% 1.64 3.7% 5% False True 134,220
20 54.28 43.53 10.75 24.5% 1.55 3.5% 3% False True 92,580
40 62.41 43.53 18.88 43.0% 1.66 3.8% 2% False True 63,464
60 62.73 43.53 19.20 43.8% 1.65 3.8% 2% False True 50,939
80 64.74 43.53 21.21 48.3% 1.63 3.7% 2% False True 43,158
100 64.74 43.53 21.21 48.3% 1.65 3.8% 2% False True 37,525
120 64.74 43.53 21.21 48.3% 1.64 3.7% 2% False True 33,264
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 0.33
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 56.55
2.618 52.50
1.618 50.02
1.000 48.49
0.618 47.54
HIGH 46.01
0.618 45.06
0.500 44.77
0.382 44.48
LOW 43.53
0.618 42.00
1.000 41.05
1.618 39.52
2.618 37.04
4.250 32.99
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 44.77 44.77
PP 44.47 44.47
S1 44.17 44.17

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

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