NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 41.03 40.30 -0.73 -1.8% 42.84
High 41.40 40.47 -0.93 -2.2% 43.38
Low 39.86 37.75 -2.11 -5.3% 39.86
Close 40.45 38.24 -2.21 -5.5% 40.45
Range 1.54 2.72 1.18 76.6% 3.52
ATR 1.61 1.69 0.08 4.9% 0.00
Volume 377,181 468,366 91,185 24.2% 1,676,754
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.98 45.33 39.74
R3 44.26 42.61 38.99
R2 41.54 41.54 38.74
R1 39.89 39.89 38.49 39.36
PP 38.82 38.82 38.82 38.55
S1 37.17 37.17 37.99 36.64
S2 36.10 36.10 37.74
S3 33.38 34.45 37.49
S4 30.66 31.73 36.74
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 37.75 5.63 14.7% 1.88 4.9% 9% False True 386,463
10 46.01 37.75 8.26 21.6% 1.71 4.5% 6% False True 316,044
20 49.91 37.75 12.16 31.8% 1.64 4.3% 4% False True 213,151
40 60.31 37.75 22.56 59.0% 1.70 4.4% 2% False True 129,369
60 62.65 37.75 24.90 65.1% 1.62 4.2% 2% False True 95,357
80 64.74 37.75 26.99 70.6% 1.64 4.3% 2% False True 76,754
100 64.74 37.75 26.99 70.6% 1.65 4.3% 2% False True 65,146
120 64.74 37.75 26.99 70.6% 1.65 4.3% 2% False True 56,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 52.03
2.618 47.59
1.618 44.87
1.000 43.19
0.618 42.15
HIGH 40.47
0.618 39.43
0.500 39.11
0.382 38.79
LOW 37.75
0.618 36.07
1.000 35.03
1.618 33.35
2.618 30.63
4.250 26.19
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 39.11 39.78
PP 38.82 39.27
S1 38.53 38.75

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

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