NYMEX Light Sweet Crude Oil Future October 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 42.40 42.87 0.47 1.1% 44.27
High 43.38 43.18 -0.20 -0.5% 46.01
Low 41.94 40.81 -1.13 -2.7% 42.16
Close 43.12 41.27 -1.85 -4.3% 43.11
Range 1.44 2.37 0.93 64.6% 3.85
ATR 1.58 1.64 0.06 3.6% 0.00
Volume 248,262 458,073 209,811 84.5% 1,272,890
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.86 47.44 42.57
R3 46.49 45.07 41.92
R2 44.12 44.12 41.70
R1 42.70 42.70 41.49 42.23
PP 41.75 41.75 41.75 41.52
S1 40.33 40.33 41.05 39.86
S2 39.38 39.38 40.84
S3 37.01 37.96 40.62
S4 34.64 35.59 39.97
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.31 53.06 45.23
R3 51.46 49.21 44.17
R2 47.61 47.61 43.82
R1 45.36 45.36 43.46 44.56
PP 43.76 43.76 43.76 43.36
S1 41.51 41.51 42.76 40.71
S2 39.91 39.91 42.40
S3 36.06 37.66 42.05
S4 32.21 33.81 40.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.48 40.81 3.67 8.9% 1.59 3.9% 13% False True 273,489
10 46.01 40.81 5.20 12.6% 1.58 3.8% 9% False True 253,833
20 50.10 40.81 9.29 22.5% 1.56 3.8% 5% False True 160,535
40 62.11 40.81 21.30 51.6% 1.66 4.0% 2% False True 100,458
60 62.65 40.81 21.84 52.9% 1.63 3.9% 2% False True 76,280
80 64.74 40.81 23.93 58.0% 1.63 3.9% 2% False True 62,165
100 64.74 40.81 23.93 58.0% 1.64 4.0% 2% False True 53,143
120 64.74 40.81 23.93 58.0% 1.63 4.0% 2% False True 46,411
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 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.25
2.618 49.38
1.618 47.01
1.000 45.55
0.618 44.64
HIGH 43.18
0.618 42.27
0.500 42.00
0.382 41.72
LOW 40.81
0.618 39.35
1.000 38.44
1.618 36.98
2.618 34.61
4.250 30.74
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 42.00 42.10
PP 41.75 41.82
S1 41.51 41.55

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

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