NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 44.78 46.33 1.55 3.5% 47.98
High 46.55 46.89 0.34 0.7% 48.00
Low 44.63 44.56 -0.07 -0.2% 44.94
Close 46.53 44.83 -1.70 -3.7% 45.11
Range 1.92 2.33 0.41 21.4% 3.06
ATR 1.59 1.65 0.05 3.3% 0.00
Volume 63,166 109,023 45,857 72.6% 241,136
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 52.42 50.95 46.11
R3 50.09 48.62 45.47
R2 47.76 47.76 45.26
R1 46.29 46.29 45.04 45.86
PP 45.43 45.43 45.43 45.21
S1 43.96 43.96 44.62 43.53
S2 43.10 43.10 44.40
S3 40.77 41.63 44.19
S4 38.44 39.30 43.55
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.20 53.21 46.79
R3 52.14 50.15 45.95
R2 49.08 49.08 45.67
R1 47.09 47.09 45.39 46.56
PP 46.02 46.02 46.02 45.75
S1 44.03 44.03 44.83 43.50
S2 42.96 42.96 44.55
S3 39.90 40.97 44.27
S4 36.84 37.91 43.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.63 44.56 3.07 6.8% 1.67 3.7% 9% False True 68,044
10 50.46 44.56 5.90 13.2% 1.59 3.5% 5% False True 50,634
20 54.78 44.56 10.22 22.8% 1.50 3.3% 3% False True 37,970
40 62.68 44.56 18.12 40.4% 1.62 3.6% 1% False True 29,662
60 63.00 44.56 18.44 41.1% 1.61 3.6% 1% False True 25,902
80 65.03 44.56 20.47 45.7% 1.57 3.5% 1% False True 22,571
100 65.03 44.56 20.47 45.7% 1.59 3.5% 1% False True 20,017
120 65.03 44.56 20.47 45.7% 1.56 3.5% 1% False True 17,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 56.79
2.618 52.99
1.618 50.66
1.000 49.22
0.618 48.33
HIGH 46.89
0.618 46.00
0.500 45.73
0.382 45.45
LOW 44.56
0.618 43.12
1.000 42.23
1.618 40.79
2.618 38.46
4.250 34.66
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 45.73 45.73
PP 45.43 45.43
S1 45.13 45.13

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

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