NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 38.18 39.69 1.51 4.0% 42.84
High 39.89 39.86 -0.03 -0.1% 43.38
Low 38.16 38.52 0.36 0.9% 39.86
Close 39.31 38.60 -0.71 -1.8% 40.45
Range 1.73 1.34 -0.39 -22.5% 3.52
ATR 1.69 1.67 -0.03 -1.5% 0.00
Volume 375,650 368,722 -6,928 -1.8% 1,676,754
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 43.01 42.15 39.34
R3 41.67 40.81 38.97
R2 40.33 40.33 38.85
R1 39.47 39.47 38.72 39.23
PP 38.99 38.99 38.99 38.88
S1 38.13 38.13 38.48 37.89
S2 37.65 37.65 38.35
S3 36.31 36.79 38.23
S4 34.97 35.45 37.86
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 41.81 37.75 4.06 10.5% 1.73 4.5% 21% False False 394,070
10 44.48 37.75 6.73 17.4% 1.66 4.3% 13% False False 333,780
20 49.73 37.75 11.98 31.0% 1.60 4.1% 7% False False 244,469
40 59.57 37.75 21.82 56.5% 1.70 4.4% 4% False False 146,937
60 62.65 37.75 24.90 64.5% 1.63 4.2% 3% False False 106,766
80 64.74 37.75 26.99 69.9% 1.65 4.3% 3% False False 85,580
100 64.74 37.75 26.99 69.9% 1.63 4.2% 3% False False 72,273
120 64.74 37.75 26.99 69.9% 1.66 4.3% 3% False False 62,285
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 45.56
2.618 43.37
1.618 42.03
1.000 41.20
0.618 40.69
HIGH 39.86
0.618 39.35
0.500 39.19
0.382 39.03
LOW 38.52
0.618 37.69
1.000 37.18
1.618 36.35
2.618 35.01
4.250 32.83
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 39.19 39.11
PP 38.99 38.94
S1 38.80 38.77

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

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