NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 40.98 41.03 0.05 0.1% 42.84
High 41.81 41.40 -0.41 -1.0% 43.38
Low 40.50 39.86 -0.64 -1.6% 39.86
Close 41.32 40.45 -0.87 -2.1% 40.45
Range 1.31 1.54 0.23 17.6% 3.52
ATR 1.61 1.61 -0.01 -0.3% 0.00
Volume 380,433 377,181 -3,252 -0.9% 1,676,754
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.19 44.36 41.30
R3 43.65 42.82 40.87
R2 42.11 42.11 40.73
R1 41.28 41.28 40.59 40.93
PP 40.57 40.57 40.57 40.39
S1 39.74 39.74 40.31 39.39
S2 39.03 39.03 40.17
S3 37.49 38.20 40.03
S4 35.95 36.66 39.60
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.79 49.64 42.39
R3 48.27 46.12 41.42
R2 44.75 44.75 41.10
R1 42.60 42.60 40.77 41.92
PP 41.23 41.23 41.23 40.89
S1 39.08 39.08 40.13 38.40
S2 37.71 37.71 39.80
S3 34.19 35.56 39.48
S4 30.67 32.04 38.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.38 39.86 3.52 8.7% 1.52 3.8% 17% False True 335,350
10 46.01 39.86 6.15 15.2% 1.62 4.0% 10% False True 294,964
20 49.91 39.86 10.05 24.8% 1.57 3.9% 6% False True 191,831
40 60.52 39.86 20.66 51.1% 1.66 4.1% 3% False True 118,073
60 62.65 39.86 22.79 56.3% 1.63 4.0% 3% False True 88,036
80 64.74 39.86 24.88 61.5% 1.62 4.0% 2% False True 71,226
100 64.74 39.86 24.88 61.5% 1.65 4.1% 2% False True 60,553
120 64.74 39.86 24.88 61.5% 1.64 4.1% 2% False True 52,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.95
2.618 45.43
1.618 43.89
1.000 42.94
0.618 42.35
HIGH 41.40
0.618 40.81
0.500 40.63
0.382 40.45
LOW 39.86
0.618 38.91
1.000 38.32
1.618 37.37
2.618 35.83
4.250 33.32
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 40.63 41.52
PP 40.57 41.16
S1 40.51 40.81

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

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