NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 45.51 44.08 -1.43 -3.1% 47.28
High 46.01 44.64 -1.37 -3.0% 47.32
Low 43.53 43.55 0.02 0.0% 44.20
Close 43.87 44.01 0.14 0.3% 44.36
Range 2.48 1.09 -1.39 -56.0% 3.12
ATR 1.69 1.65 -0.04 -2.5% 0.00
Volume 293,755 273,263 -20,492 -7.0% 614,846
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.34 46.76 44.61
R3 46.25 45.67 44.31
R2 45.16 45.16 44.21
R1 44.58 44.58 44.11 44.33
PP 44.07 44.07 44.07 43.94
S1 43.49 43.49 43.91 43.24
S2 42.98 42.98 43.81
S3 41.89 42.40 43.71
S4 40.80 41.31 43.41
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 46.01 43.53 2.48 5.6% 1.57 3.6% 19% False False 234,177
10 49.73 43.53 6.20 14.1% 1.53 3.5% 8% False False 155,158
20 52.88 43.53 9.35 21.2% 1.49 3.4% 5% False False 103,093
40 62.41 43.53 18.88 42.9% 1.67 3.8% 3% False False 69,852
60 62.65 43.53 19.12 43.4% 1.64 3.7% 3% False False 55,234
80 64.74 43.53 21.21 48.2% 1.62 3.7% 2% False False 46,385
100 64.74 43.53 21.21 48.2% 1.65 3.7% 2% False False 40,172
120 64.74 43.53 21.21 48.2% 1.64 3.7% 2% False False 35,433
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.27
2.618 47.49
1.618 46.40
1.000 45.73
0.618 45.31
HIGH 44.64
0.618 44.22
0.500 44.10
0.382 43.97
LOW 43.55
0.618 42.88
1.000 42.46
1.618 41.79
2.618 40.70
4.250 38.92
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 44.10 44.77
PP 44.07 44.52
S1 44.04 44.26

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

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